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% | 2.30 CHF | 2.31 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 515'212 CHF | 172'487 CHF | 99.24% | 99.24% |
15.05.2024 | 0.46% | 2.15 CHF | 2.16 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 488'681 CHF | 163'644 CHF | 98.87% | 98.87% |
14.05.2024 | 0.47% | 2.16 CHF | 2.17 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 479'750 CHF | 160'667 CHF | 99.07% | 99.07% |
13.05.2024 | 0.45% | 2.19 CHF | 2.20 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 497'548 CHF | 166'599 CHF | 94.44% | 94.44% |
10.05.2024 | 0.44% | 2.29 CHF | 2.30 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 507'350 CHF | 169'867 CHF | 98.08% | 98.08% |
08.05.2024 | 0.53% | 1.93 CHF | 1.94 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 567'048 CHF | 190'016 CHF | 96.86% | 96.86% |
07.05.2024 | 0.60% | 1.75 CHF | 1.76 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 499'845 CHF | 167'615 CHF | 96.75% | 96.75% |
06.05.2024 | 0.63% | 1.63 CHF | 1.64 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 473'110 CHF | 158'703 CHF | 98.83% | 98.83% |
03.05.2024 | 0.65% | 1.47 CHF | 1.48 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 459'254 CHF | 154'085 CHF | 98.66% | 98.66% |
02.05.2024 | 0.61% | 1.59 CHF | 1.60 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 488'833 CHF | 163'944 CHF | 99.15% | 99.15% |