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 | 0.61% | 1.68 CHF | 1.69 CHF | 250'000 | 250'000 | 249'777 | 249'777 | 407'180 CHF | 409'680 CHF | 100.00% | 100.00% |
15.05.2024 | 0.57% | 1.65 CHF | 1.66 CHF | 250'000 | 250'000 | 249'489 | 249'489 | 442'156 CHF | 444'656 CHF | 99.82% | 99.82% |
14.05.2024 | 0.51% | 1.93 CHF | 1.94 CHF | 250'000 | 250'000 | 249'949 | 249'949 | 493'517 CHF | 496'017 CHF | 99.87% | 99.87% |
13.05.2024 | 0.50% | 2.05 CHF | 2.06 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 495'838 CHF | 498'338 CHF | 99.45% | 99.45% |
10.05.2024 | 0.57% | 1.82 CHF | 1.83 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 438'745 CHF | 441'245 CHF | 100.00% | 100.00% |
08.05.2024 | 0.44% | 2.26 CHF | 2.27 CHF | 250'000 | 250'000 | 249'943 | 249'943 | 567'806 CHF | 570'306 CHF | 99.29% | 99.29% |
07.05.2024 | 0.45% | 2.23 CHF | 2.24 CHF | 250'000 | 250'000 | 249'842 | 249'842 | 557'563 CHF | 560'063 CHF | 100.00% | 100.00% |
06.05.2024 | 0.46% | 2.17 CHF | 2.18 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 545'991 CHF | 548'491 CHF | 100.00% | 100.00% |
03.05.2024 | 0.42% | 2.43 CHF | 2.44 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 597'796 CHF | 600'296 CHF | 98.18% | 98.18% |
02.05.2024 | 0.42% | 2.37 CHF | 2.38 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 596'639 CHF | 599'139 CHF | 99.97% | 99.97% |