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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.34% | 2.93 CHF | 2.94 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 734'632 CHF | 294'853 CHF | 99.32% | 99.32% |
16.05.2024 | 0.34% | 2.97 CHF | 2.98 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 739'535 CHF | 296'814 CHF | 99.37% | 99.37% |
15.05.2024 | 0.32% | 3.12 CHF | 3.13 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 784'561 CHF | 314'824 CHF | 98.26% | 98.26% |
14.05.2024 | 0.31% | 3.19 CHF | 3.20 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 802'564 CHF | 322'025 CHF | 99.37% | 99.37% |
13.05.2024 | 0.32% | 3.12 CHF | 3.13 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 786'227 CHF | 315'491 CHF | 98.85% | 98.85% |
10.05.2024 | 0.32% | 3.17 CHF | 3.18 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 790'267 CHF | 317'107 CHF | 99.38% | 99.38% |
08.05.2024 | 0.31% | 3.24 CHF | 3.25 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 809'383 CHF | 324'753 CHF | 99.35% | 99.35% |
07.05.2024 | 0.30% | 3.25 CHF | 3.26 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 818'706 CHF | 328'483 CHF | 97.85% | 97.85% |
06.05.2024 | 0.30% | 3.30 CHF | 3.31 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 827'382 CHF | 331'953 CHF | 99.38% | 99.38% |
03.05.2024 | 0.30% | 3.34 CHF | 3.35 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 841'425 CHF | 337'570 CHF | 99.35% | 99.35% |