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 | 0.41% | 2.50 CHF | 2.51 CHF | 240'000 | 240'000 | 105'943 | 105'943 | 266'876 CHF | 267'943 CHF | 97.37% | 97.37% |
15.05.2024 | 0.42% | 2.48 CHF | 2.49 CHF | 240'000 | 240'000 | 107'197 | 107'197 | 265'408 CHF | 266'486 CHF | 99.63% | 99.63% |
14.05.2024 | 0.42% | 2.47 CHF | 2.48 CHF | 230'000 | 230'000 | 105'316 | 105'316 | 255'561 CHF | 256'619 CHF | 97.48% | 97.48% |
13.05.2024 | 0.41% | 2.43 CHF | 2.44 CHF | 240'000 | 240'000 | 105'995 | 105'995 | 261'636 CHF | 262'701 CHF | 99.44% | 99.44% |
10.05.2024 | 0.41% | 2.47 CHF | 2.48 CHF | 230'000 | 230'000 | 104'603 | 104'603 | 262'586 CHF | 263'636 CHF | 99.39% | 99.39% |
08.05.2024 | 0.42% | 2.51 CHF | 2.52 CHF | 230'000 | 230'000 | 103'461 | 103'461 | 255'137 CHF | 256'177 CHF | 98.81% | 98.81% |
07.05.2024 | 0.43% | 2.44 CHF | 2.45 CHF | 240'000 | 240'000 | 106'238 | 106'238 | 255'998 CHF | 257'067 CHF | 99.18% | 99.18% |
06.05.2024 | 0.45% | 2.35 CHF | 2.36 CHF | 240'000 | 240'000 | 106'483 | 106'483 | 247'529 CHF | 248'601 CHF | 99.23% | 99.23% |
03.05.2024 | 0.46% | 2.28 CHF | 2.29 CHF | 260'000 | 260'000 | 117'722 | 117'722 | 263'223 CHF | 264'404 CHF | 98.84% | 98.84% |
02.05.2024 | 0.46% | 2.19 CHF | 2.20 CHF | 260'000 | 260'000 | 118'844 | 118'844 | 260'939 CHF | 262'131 CHF | 99.06% | 99.06% |