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 | 0.34% | 2.89 CHF | 2.90 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 437'037 CHF | 146'179 CHF | 98.49% | 98.49% |
15.05.2024 | 0.34% | 2.90 CHF | 2.91 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 435'137 CHF | 145'546 CHF | 98.31% | 98.31% |
14.05.2024 | 0.34% | 2.86 CHF | 2.87 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 438'082 CHF | 146'527 CHF | 99.35% | 99.35% |
13.05.2024 | 0.34% | 2.90 CHF | 2.91 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 446'107 CHF | 149'202 CHF | 98.93% | 98.93% |
10.05.2024 | 0.33% | 3.01 CHF | 3.02 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 455'696 CHF | 152'399 CHF | 99.22% | 99.22% |
08.05.2024 | 0.32% | 3.05 CHF | 3.06 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 474'477 CHF | 158'659 CHF | 98.61% | 98.61% |
07.05.2024 | 0.28% | 3.52 CHF | 3.53 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 535'101 CHF | 178'867 CHF | 94.70% | 94.70% |
06.05.2024 | 0.27% | 3.62 CHF | 3.63 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 547'026 CHF | 182'842 CHF | 99.37% | 99.37% |
03.05.2024 | 0.29% | 3.52 CHF | 3.53 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 519'037 CHF | 173'512 CHF | 99.27% | 99.27% |
02.05.2024 | 0.29% | 3.46 CHF | 3.47 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 518'852 CHF | 173'451 CHF | 99.36% | 99.36% |