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 | 0.26% | 3.83 CHF | 3.84 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 768'946 CHF | 770'946 CHF | 99.26% | 99.26% |
15.05.2024 | 0.28% | 3.74 CHF | 3.75 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 724'526 CHF | 726'526 CHF | 98.78% | 98.78% |
14.05.2024 | 0.29% | 3.52 CHF | 3.53 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 688'299 CHF | 690'299 CHF | 99.40% | 99.40% |
13.05.2024 | 0.29% | 3.44 CHF | 3.45 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 688'749 CHF | 690'749 CHF | 98.92% | 98.92% |
10.05.2024 | 0.30% | 3.40 CHF | 3.41 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 671'253 CHF | 673'253 CHF | 99.98% | 99.98% |
08.05.2024 | 0.33% | 3.08 CHF | 3.09 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 610'923 CHF | 612'923 CHF | 99.67% | 99.67% |
07.05.2024 | 0.35% | 2.96 CHF | 2.97 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 567'496 CHF | 569'496 CHF | 96.81% | 96.81% |
06.05.2024 | 0.38% | 2.57 CHF | 2.58 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 518'842 CHF | 520'842 CHF | 99.85% | 99.85% |
03.05.2024 | 0.41% | 2.44 CHF | 2.45 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 487'221 CHF | 489'221 CHF | 96.57% | 96.57% |
02.05.2024 | 0.42% | 2.31 CHF | 2.32 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 479'973 CHF | 481'973 CHF | 99.28% | 99.28% |