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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.55% | 1.68 CHF | 1.69 CHF | 250'000 | 250'000 | 249'465 | 249'465 | 450'595 CHF | 453'095 CHF | 99.83% | 99.83% |
14.05.2024 | 0.50% | 1.96 CHF | 1.97 CHF | 250'000 | 250'000 | 249'948 | 249'948 | 502'092 CHF | 504'592 CHF | 99.86% | 99.86% |
13.05.2024 | 0.49% | 2.08 CHF | 2.09 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 504'357 CHF | 506'857 CHF | 99.45% | 99.45% |
10.05.2024 | 0.56% | 1.86 CHF | 1.87 CHF | 250'000 | 250'000 | 250'000 | 249'998 | 447'214 CHF | 449'710 CHF | 100.00% | 100.00% |
08.05.2024 | 0.43% | 2.30 CHF | 2.31 CHF | 250'000 | 250'000 | 249'943 | 249'943 | 576'285 CHF | 578'785 CHF | 99.29% | 99.29% |
07.05.2024 | 0.44% | 2.26 CHF | 2.27 CHF | 250'000 | 250'000 | 249'844 | 249'844 | 566'096 CHF | 568'596 CHF | 100.00% | 100.00% |
06.05.2024 | 0.45% | 2.20 CHF | 2.21 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 554'533 CHF | 557'033 CHF | 100.00% | 100.00% |
03.05.2024 | 0.41% | 2.46 CHF | 2.47 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 606'338 CHF | 608'838 CHF | 98.19% | 98.19% |
02.05.2024 | 0.41% | 2.41 CHF | 2.42 CHF | 250'000 | 250'000 | 250'000 | 249'999 | 605'202 CHF | 607'701 CHF | 100.00% | 100.00% |
30.04.2024 | 0.43% | 2.46 CHF | 2.47 CHF | 250'000 | 250'000 | 249'789 | 249'790 | 580'200 CHF | 582'702 CHF | 99.76% | 99.76% |