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 | 0.44% | 2.24 CHF | 2.25 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 562'875 CHF | 226'150 CHF | 99.37% | 99.37% |
15.05.2024 | 0.45% | 2.24 CHF | 2.25 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 560'628 CHF | 225'251 CHF | 98.26% | 98.26% |
14.05.2024 | 0.44% | 2.21 CHF | 2.22 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 564'394 CHF | 226'758 CHF | 99.37% | 99.37% |
13.05.2024 | 0.43% | 2.24 CHF | 2.25 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 574'540 CHF | 230'816 CHF | 98.85% | 98.85% |
10.05.2024 | 0.43% | 2.33 CHF | 2.34 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 586'673 CHF | 235'669 CHF | 99.22% | 99.22% |
08.05.2024 | 0.41% | 2.35 CHF | 2.36 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 610'070 CHF | 245'028 CHF | 99.34% | 99.34% |
07.05.2024 | 0.36% | 2.71 CHF | 2.72 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 686'312 CHF | 275'525 CHF | 97.85% | 97.85% |
06.05.2024 | 0.36% | 2.79 CHF | 2.80 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 701'619 CHF | 281'647 CHF | 99.38% | 99.38% |
03.05.2024 | 0.37% | 2.71 CHF | 2.72 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 666'827 CHF | 267'731 CHF | 99.28% | 99.28% |
02.05.2024 | 0.37% | 2.67 CHF | 2.68 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 666'334 CHF | 267'534 CHF | 98.74% | 98.74% |