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 | 0.45% | 2.22 CHF | 2.23 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 336'293 CHF | 112'598 CHF | 98.49% | 98.49% |
15.05.2024 | 0.45% | 2.23 CHF | 2.24 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 334'478 CHF | 111'993 CHF | 98.31% | 98.31% |
14.05.2024 | 0.44% | 2.19 CHF | 2.20 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 337'623 CHF | 113'041 CHF | 99.35% | 99.35% |
13.05.2024 | 0.43% | 2.23 CHF | 2.24 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 345'642 CHF | 115'714 CHF | 98.93% | 98.93% |
10.05.2024 | 0.42% | 2.34 CHF | 2.35 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 354'792 CHF | 118'764 CHF | 99.23% | 99.23% |
08.05.2024 | 0.40% | 2.38 CHF | 2.39 CHF | 150'000 | 50'000 | 149'988 | 49'989 | 373'937 CHF | 125'128 CHF | 98.61% | 98.61% |
07.05.2024 | 0.34% | 2.85 CHF | 2.86 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 434'313 CHF | 145'271 CHF | 94.69% | 94.69% |
06.05.2024 | 0.34% | 2.95 CHF | 2.96 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 446'254 CHF | 149'251 CHF | 99.37% | 99.37% |
03.05.2024 | 0.36% | 2.85 CHF | 2.86 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 418'605 CHF | 140'035 CHF | 99.27% | 99.27% |
02.05.2024 | 0.36% | 2.79 CHF | 2.80 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 418'360 CHF | 139'953 CHF | 99.36% | 99.36% |