Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 0.45% | 2.03 CHF | 2.04 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 549'060 CHF | 551'560 CHF | 98.94% | 98.94% |
15.05.2024 | 0.47% | 2.36 CHF | 2.37 CHF | 250'000 | 250'000 | 244'851 | 244'851 | 548'457 CHF | 550'931 CHF | 98.04% | 98.04% |
14.05.2024 | 0.49% | 2.09 CHF | 2.10 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 514'076 CHF | 516'576 CHF | 97.90% | 97.90% |
13.05.2024 | 0.47% | 2.13 CHF | 2.14 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 530'018 CHF | 532'518 CHF | 100.00% | 100.00% |
10.05.2024 | 0.45% | 2.18 CHF | 2.19 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 560'394 CHF | 562'894 CHF | 98.56% | 98.56% |
08.05.2024 | 0.57% | 1.71 CHF | 1.72 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 435'119 CHF | 437'619 CHF | 99.97% | 99.97% |
07.05.2024 | 0.72% | 1.65 CHF | 1.66 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 346'878 CHF | 349'378 CHF | 99.75% | 99.75% |
06.05.2024 | 0.96% | 1.13 CHF | 1.14 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 262'389 CHF | 264'889 CHF | 99.89% | 99.89% |
03.05.2024 | 1.24% | 0.80 CHF | 0.81 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 201'273 CHF | 203'773 CHF | 96.92% | 96.92% |
02.05.2024 | 1.37% | 0.70 CHF | 0.71 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 181'342 CHF | 183'842 CHF | 99.38% | 99.38% |