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 | 0.40% | 2.59 CHF | 2.60 CHF | 270'000 | 270'000 | 93'201 | 93'201 | 241'164 CHF | 242'100 CHF | 100.00% | 100.00% |
15.05.2024 | 0.40% | 2.59 CHF | 2.60 CHF | 270'000 | 270'000 | 93'259 | 93'259 | 242'397 CHF | 243'332 CHF | 99.99% | 99.99% |
14.05.2024 | 0.39% | 2.61 CHF | 2.62 CHF | 270'000 | 270'000 | 93'630 | 93'630 | 244'456 CHF | 245'394 CHF | 100.00% | 100.00% |
13.05.2024 | 0.40% | 2.56 CHF | 2.57 CHF | 270'000 | 270'000 | 93'706 | 93'706 | 238'983 CHF | 239'921 CHF | 100.00% | 100.00% |
10.05.2024 | 0.39% | 2.54 CHF | 2.55 CHF | 270'000 | 270'000 | 92'422 | 92'422 | 239'685 CHF | 240'610 CHF | 99.99% | 99.99% |
08.05.2024 | 0.41% | 2.61 CHF | 2.62 CHF | 270'000 | 270'000 | 91'105 | 91'105 | 232'526 CHF | 233'438 CHF | 98.98% | 98.98% |
07.05.2024 | 0.42% | 2.49 CHF | 2.50 CHF | 270'000 | 270'000 | 96'767 | 96'767 | 235'607 CHF | 236'576 CHF | 99.67% | 99.67% |
06.05.2024 | 0.45% | 2.37 CHF | 2.38 CHF | 280'000 | 280'000 | 98'522 | 98'522 | 228'059 CHF | 229'046 CHF | 100.00% | 100.00% |
03.05.2024 | 0.47% | 2.22 CHF | 2.23 CHF | 290'000 | 290'000 | 99'826 | 99'826 | 218'781 CHF | 219'780 CHF | 99.98% | 99.98% |
02.05.2024 | 0.49% | 2.14 CHF | 2.15 CHF | 290'000 | 290'000 | 101'682 | 101'682 | 212'439 CHF | 213'457 CHF | 99.99% | 99.99% |