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 | 0.41% | 2.45 CHF | 2.46 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 736'187 CHF | 246'396 CHF | 99.58% | 99.58% |
15.05.2024 | 0.41% | 2.44 CHF | 2.45 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 736'167 CHF | 246'389 CHF | 99.45% | 99.45% |
14.05.2024 | 0.42% | 2.46 CHF | 2.47 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 717'890 CHF | 240'297 CHF | 99.59% | 99.59% |
13.05.2024 | 0.42% | 2.36 CHF | 2.37 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 713'232 CHF | 238'744 CHF | 99.05% | 99.05% |
10.05.2024 | 0.41% | 2.37 CHF | 2.38 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 726'400 CHF | 243'134 CHF | 99.59% | 99.59% |
08.05.2024 | 0.42% | 2.37 CHF | 2.38 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 710'959 CHF | 237'986 CHF | 99.50% | 99.50% |
07.05.2024 | 0.42% | 2.38 CHF | 2.39 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 710'423 CHF | 237'808 CHF | 99.72% | 99.72% |
06.05.2024 | 0.46% | 2.20 CHF | 2.21 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 647'066 CHF | 216'689 CHF | 99.55% | 99.55% |
03.05.2024 | 0.47% | 2.09 CHF | 2.10 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 643'613 CHF | 215'538 CHF | 99.69% | 99.69% |
02.05.2024 | 0.45% | 2.22 CHF | 2.23 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 661'413 CHF | 221'471 CHF | 99.38% | 99.38% |