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 | 0.34% | 2.78 CHF | 2.79 CHF | 125'000 | 125'000 | 124'910 | 124'910 | 372'495 CHF | 373'745 CHF | 100.00% | 100.00% |
15.05.2024 | 0.31% | 3.05 CHF | 3.06 CHF | 125'000 | 125'000 | 124'734 | 124'734 | 405'938 CHF | 407'188 CHF | 99.79% | 99.79% |
14.05.2024 | 0.36% | 3.09 CHF | 3.10 CHF | 125'000 | 125'000 | 124'980 | 124'980 | 344'122 CHF | 345'372 CHF | 99.98% | 99.98% |
13.05.2024 | 0.44% | 2.31 CHF | 2.32 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 283'293 CHF | 284'543 CHF | 100.00% | 100.00% |
10.05.2024 | 0.46% | 1.99 CHF | 2.00 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 270'907 CHF | 272'157 CHF | 99.61% | 99.61% |
08.05.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 125'000 | 125'000 | 124'969 | 124'969 | 203'734 CHF | 204'984 CHF | 99.29% | 99.29% |
07.05.2024 | 0.55% | 1.92 CHF | 1.93 CHF | 125'000 | 125'000 | 124'918 | 124'918 | 226'564 CHF | 227'814 CHF | 100.00% | 100.00% |
06.05.2024 | 0.51% | 1.92 CHF | 1.93 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 242'384 CHF | 243'634 CHF | 100.00% | 100.00% |
03.05.2024 | 0.61% | 1.62 CHF | 1.63 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 203'285 CHF | 204'535 CHF | 99.93% | 99.93% |
02.05.2024 | 0.64% | 1.45 CHF | 1.46 CHF | 125'000 | 125'000 | 125'000 | 124'992 | 196'307 CHF | 197'543 CHF | 99.95% | 99.95% |