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 | 0.48% | 2.09 CHF | 2.10 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 625'320 CHF | 209'440 CHF | 98.83% | 98.83% |
15.05.2024 | 0.50% | 2.02 CHF | 2.03 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 594'372 CHF | 199'124 CHF | 99.10% | 99.10% |
14.05.2024 | 0.50% | 1.97 CHF | 1.98 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 595'342 CHF | 199'447 CHF | 98.69% | 98.69% |
13.05.2024 | 0.49% | 2.02 CHF | 2.03 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 605'262 CHF | 202'754 CHF | 95.17% | 95.17% |
10.05.2024 | 0.49% | 2.00 CHF | 2.01 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 605'535 CHF | 202'845 CHF | 98.95% | 98.95% |
08.05.2024 | 0.50% | 2.00 CHF | 2.01 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 601'189 CHF | 201'396 CHF | 98.82% | 98.82% |
07.05.2024 | 0.53% | 1.95 CHF | 1.96 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 567'808 CHF | 190'269 CHF | 99.15% | 99.15% |
06.05.2024 | 0.54% | 1.85 CHF | 1.86 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 549'201 CHF | 184'067 CHF | 98.77% | 98.77% |
03.05.2024 | 0.55% | 1.82 CHF | 1.83 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 542'671 CHF | 181'890 CHF | 99.10% | 99.10% |
02.05.2024 | 0.56% | 1.78 CHF | 1.79 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 534'541 CHF | 179'180 CHF | 98.82% | 98.82% |