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 | 0.33% | 2.96 CHF | 2.97 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 682'471 CHF | 152'160 CHF | 99.17% | 99.17% |
15.05.2024 | 0.34% | 3.13 CHF | 3.14 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 668'972 CHF | 149'160 CHF | 99.17% | 99.17% |
14.05.2024 | 0.35% | 2.91 CHF | 2.92 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 648'423 CHF | 144'594 CHF | 99.16% | 99.16% |
13.05.2024 | 0.35% | 2.86 CHF | 2.87 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 650'722 CHF | 145'105 CHF | 98.59% | 98.59% |
10.05.2024 | 0.33% | 3.03 CHF | 3.04 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 678'685 CHF | 151'319 CHF | 99.16% | 99.16% |
08.05.2024 | 0.36% | 2.82 CHF | 2.83 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 616'447 CHF | 137'488 CHF | 99.17% | 99.17% |
07.05.2024 | 0.37% | 2.62 CHF | 2.63 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 601'797 CHF | 134'233 CHF | 97.94% | 97.94% |
06.05.2024 | 0.35% | 2.82 CHF | 2.83 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 636'044 CHF | 141'843 CHF | 99.17% | 99.17% |
03.05.2024 | 0.35% | 2.83 CHF | 2.84 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 636'590 CHF | 141'964 CHF | 99.16% | 99.16% |
02.05.2024 | 0.37% | 2.78 CHF | 2.79 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 605'413 CHF | 202'554 CHF | 99.15% | 99.15% |