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 | 0.47% | 2.13 CHF | 2.14 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 631'194 CHF | 211'398 CHF | 99.31% | 99.31% |
15.05.2024 | 0.48% | 2.13 CHF | 2.14 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 618'492 CHF | 207'164 CHF | 99.33% | 99.33% |
14.05.2024 | 0.47% | 2.13 CHF | 2.14 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 636'296 CHF | 213'099 CHF | 98.94% | 98.94% |
13.05.2024 | 0.47% | 2.08 CHF | 2.09 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 630'527 CHF | 211'176 CHF | 98.42% | 98.42% |
10.05.2024 | 0.46% | 2.12 CHF | 2.13 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 652'585 CHF | 218'528 CHF | 99.36% | 99.36% |
08.05.2024 | 0.46% | 2.16 CHF | 2.17 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 650'612 CHF | 217'871 CHF | 99.31% | 99.31% |
07.05.2024 | 0.48% | 2.15 CHF | 2.16 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 625'298 CHF | 209'433 CHF | 99.36% | 99.36% |
06.05.2024 | 0.48% | 2.07 CHF | 2.08 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 620'631 CHF | 207'877 CHF | 99.36% | 99.36% |
03.05.2024 | 0.48% | 2.07 CHF | 2.08 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 628'135 CHF | 210'378 CHF | 99.30% | 99.30% |
02.05.2024 | 0.50% | 1.95 CHF | 1.96 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 598'540 CHF | 200'513 CHF | 98.88% | 98.88% |