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 | 0.39% | 2.58 CHF | 2.59 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 777'116 CHF | 260'039 CHF | 99.22% | 99.22% |
15.05.2024 | 0.36% | 2.68 CHF | 2.69 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 825'889 CHF | 276'296 CHF | 99.15% | 99.15% |
14.05.2024 | 0.36% | 2.77 CHF | 2.78 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 839'067 CHF | 280'689 CHF | 99.23% | 99.23% |
13.05.2024 | 0.36% | 2.80 CHF | 2.81 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 836'436 CHF | 279'812 CHF | 98.32% | 98.32% |
10.05.2024 | 0.35% | 2.79 CHF | 2.80 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 846'237 CHF | 283'079 CHF | 99.23% | 99.23% |
08.05.2024 | 0.38% | 2.65 CHF | 2.66 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 788'182 CHF | 263'727 CHF | 99.20% | 99.20% |
07.05.2024 | 0.38% | 2.63 CHF | 2.64 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 793'576 CHF | 265'525 CHF | 99.24% | 99.24% |
06.05.2024 | 0.38% | 2.66 CHF | 2.67 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 793'779 CHF | 265'593 CHF | 99.28% | 99.28% |
03.05.2024 | 0.39% | 2.54 CHF | 2.55 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 777'220 CHF | 260'073 CHF | 99.18% | 99.18% |
02.05.2024 | 0.38% | 2.64 CHF | 2.65 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 782'547 CHF | 261'849 CHF | 99.20% | 99.20% |