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 | 0.35% | 2.91 CHF | 2.92 CHF | 270'000 | 270'000 | 93'191 | 93'191 | 271'386 CHF | 272'321 CHF | 100.00% | 100.00% |
15.05.2024 | 0.35% | 2.92 CHF | 2.93 CHF | 270'000 | 270'000 | 93'259 | 93'259 | 272'694 CHF | 273'629 CHF | 99.99% | 99.99% |
14.05.2024 | 0.35% | 2.93 CHF | 2.94 CHF | 270'000 | 270'000 | 93'626 | 93'626 | 274'900 CHF | 275'839 CHF | 100.00% | 100.00% |
13.05.2024 | 0.35% | 2.88 CHF | 2.89 CHF | 270'000 | 270'000 | 93'711 | 93'711 | 269'334 CHF | 270'272 CHF | 100.00% | 100.00% |
10.05.2024 | 0.35% | 2.86 CHF | 2.87 CHF | 270'000 | 270'000 | 92'449 | 92'449 | 269'758 CHF | 270'683 CHF | 100.00% | 100.00% |
08.05.2024 | 0.36% | 2.93 CHF | 2.94 CHF | 270'000 | 270'000 | 91'116 | 91'116 | 262'182 CHF | 263'094 CHF | 98.99% | 98.99% |
07.05.2024 | 0.37% | 2.82 CHF | 2.83 CHF | 270'000 | 270'000 | 96'761 | 96'761 | 266'976 CHF | 267'945 CHF | 99.67% | 99.67% |
06.05.2024 | 0.39% | 2.70 CHF | 2.71 CHF | 280'000 | 280'000 | 98'528 | 98'528 | 259'981 CHF | 260'968 CHF | 100.00% | 100.00% |
03.05.2024 | 0.41% | 2.55 CHF | 2.56 CHF | 290'000 | 290'000 | 99'781 | 99'781 | 251'024 CHF | 252'023 CHF | 99.97% | 99.97% |
02.05.2024 | 0.43% | 2.46 CHF | 2.47 CHF | 290'000 | 290'000 | 101'663 | 101'663 | 245'598 CHF | 246'616 CHF | 99.98% | 99.98% |