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% | 2.10 CHF | 2.11 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 528'911 CHF | 212'564 CHF | 99.38% | 99.38% |
15.05.2024 | 0.47% | 2.11 CHF | 2.12 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 527'328 CHF | 211'931 CHF | 98.26% | 98.26% |
14.05.2024 | 0.47% | 2.08 CHF | 2.09 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 530'336 CHF | 213'135 CHF | 99.37% | 99.37% |
13.05.2024 | 0.46% | 2.11 CHF | 2.12 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 538'309 CHF | 216'324 CHF | 98.85% | 98.85% |
10.05.2024 | 0.46% | 2.18 CHF | 2.19 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 548'102 CHF | 220'241 CHF | 99.22% | 99.22% |
08.05.2024 | 0.44% | 2.20 CHF | 2.21 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 566'828 CHF | 227'731 CHF | 99.35% | 99.35% |
07.05.2024 | 0.40% | 2.49 CHF | 2.50 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 627'830 CHF | 252'132 CHF | 97.84% | 97.84% |
06.05.2024 | 0.39% | 2.54 CHF | 2.55 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 640'033 CHF | 257'013 CHF | 99.38% | 99.38% |
03.05.2024 | 0.41% | 2.48 CHF | 2.49 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 612'139 CHF | 245'856 CHF | 99.28% | 99.28% |
02.05.2024 | 0.41% | 2.45 CHF | 2.46 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 611'780 CHF | 245'712 CHF | 98.75% | 98.75% |