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 | 0.55% | 1.80 CHF | 1.81 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 451'639 CHF | 181'656 CHF | 99.32% | 99.32% |
16.05.2024 | 0.55% | 1.83 CHF | 1.84 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 456'424 CHF | 183'569 CHF | 99.37% | 99.37% |
15.05.2024 | 0.50% | 1.99 CHF | 2.00 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 501'475 CHF | 201'590 CHF | 98.27% | 98.27% |
14.05.2024 | 0.48% | 2.06 CHF | 2.07 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 519'572 CHF | 208'829 CHF | 99.37% | 99.37% |
13.05.2024 | 0.50% | 1.99 CHF | 2.00 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 502'779 CHF | 202'111 CHF | 98.85% | 98.85% |
10.05.2024 | 0.49% | 2.04 CHF | 2.05 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 506'822 CHF | 203'729 CHF | 99.38% | 99.38% |
08.05.2024 | 0.47% | 2.11 CHF | 2.12 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 526'426 CHF | 211'570 CHF | 99.35% | 99.35% |
07.05.2024 | 0.47% | 2.11 CHF | 2.12 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 535'515 CHF | 215'206 CHF | 97.84% | 97.84% |
06.05.2024 | 0.46% | 2.17 CHF | 2.18 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 544'408 CHF | 218'763 CHF | 99.38% | 99.38% |
03.05.2024 | 0.45% | 2.21 CHF | 2.22 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 558'331 CHF | 224'332 CHF | 99.36% | 99.36% |