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 | 0.42% | 2.35 CHF | 2.36 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 708'865 CHF | 237'288 CHF | 99.22% | 99.22% |
15.05.2024 | 0.40% | 2.45 CHF | 2.46 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 757'788 CHF | 253'596 CHF | 99.16% | 99.16% |
14.05.2024 | 0.39% | 2.54 CHF | 2.55 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 770'986 CHF | 257'995 CHF | 99.23% | 99.23% |
13.05.2024 | 0.39% | 2.57 CHF | 2.58 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 768'267 CHF | 257'089 CHF | 98.36% | 98.36% |
10.05.2024 | 0.38% | 2.56 CHF | 2.57 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 778'333 CHF | 260'444 CHF | 99.23% | 99.23% |
08.05.2024 | 0.42% | 2.42 CHF | 2.43 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 720'305 CHF | 241'102 CHF | 99.21% | 99.21% |
07.05.2024 | 0.41% | 2.40 CHF | 2.41 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 725'416 CHF | 242'805 CHF | 99.24% | 99.24% |
06.05.2024 | 0.41% | 2.43 CHF | 2.44 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 726'117 CHF | 243'039 CHF | 99.28% | 99.28% |
03.05.2024 | 0.42% | 2.31 CHF | 2.32 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 709'744 CHF | 237'581 CHF | 99.19% | 99.19% |
02.05.2024 | 0.42% | 2.42 CHF | 2.43 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 714'625 CHF | 239'208 CHF | 99.20% | 99.20% |