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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.05.2024 | 0.45% | 2.14 CHF | 2.15 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 658'252 CHF | 220'417 CHF | 99.27% | 99.27% |
21.05.2024 | 0.42% | 2.32 CHF | 2.33 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 705'964 CHF | 236'322 CHF | 96.59% | 96.59% |
17.05.2024 | 0.41% | 2.47 CHF | 2.48 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 735'971 CHF | 246'324 CHF | 99.34% | 99.34% |
16.05.2024 | 0.40% | 2.49 CHF | 2.50 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 739'891 CHF | 247'630 CHF | 99.31% | 99.31% |
15.05.2024 | 0.41% | 2.50 CHF | 2.51 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 727'162 CHF | 243'387 CHF | 99.33% | 99.33% |
14.05.2024 | 0.40% | 2.49 CHF | 2.50 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 744'782 CHF | 249'261 CHF | 98.94% | 98.94% |
13.05.2024 | 0.41% | 2.44 CHF | 2.45 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 738'757 CHF | 247'252 CHF | 98.49% | 98.49% |
10.05.2024 | 0.39% | 2.48 CHF | 2.49 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 760'749 CHF | 254'583 CHF | 99.36% | 99.36% |
08.05.2024 | 0.39% | 2.52 CHF | 2.53 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 758'631 CHF | 253'877 CHF | 99.31% | 99.31% |
07.05.2024 | 0.41% | 2.51 CHF | 2.52 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 733'337 CHF | 245'446 CHF | 99.36% | 99.36% |