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% | 2.24 CHF | 2.25 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 549'312 CHF | 220'725 CHF | 99.17% | 99.17% |
15.05.2024 | 0.45% | 2.20 CHF | 2.21 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 551'957 CHF | 221'783 CHF | 94.70% | 94.70% |
14.05.2024 | 0.46% | 2.18 CHF | 2.19 CHF | 250'000 | 100'000 | 249'995 | 100'000 | 546'660 CHF | 219'668 CHF | 99.16% | 99.16% |
13.05.2024 | 0.46% | 2.18 CHF | 2.19 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 545'812 CHF | 219'325 CHF | 98.69% | 98.69% |
10.05.2024 | 0.46% | 2.19 CHF | 2.20 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 539'789 CHF | 216'916 CHF | 99.17% | 99.17% |
08.05.2024 | 0.49% | 2.07 CHF | 2.08 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 509'208 CHF | 204'683 CHF | 99.17% | 99.17% |
07.05.2024 | 0.48% | 2.02 CHF | 2.03 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 515'563 CHF | 207'225 CHF | 97.18% | 97.18% |
06.05.2024 | 0.51% | 2.01 CHF | 2.02 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 492'516 CHF | 198'007 CHF | 99.17% | 99.17% |
03.05.2024 | 0.51% | 1.93 CHF | 1.94 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 485'888 CHF | 195'355 CHF | 99.16% | 99.16% |
02.05.2024 | 0.52% | 1.93 CHF | 1.94 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 482'815 CHF | 194'126 CHF | 99.12% | 99.12% |