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 | 0.43% | 2.28 CHF | 2.29 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 345'117 CHF | 115'539 CHF | 98.49% | 98.49% |
15.05.2024 | 0.44% | 2.29 CHF | 2.30 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 343'537 CHF | 115'012 CHF | 98.31% | 98.31% |
14.05.2024 | 0.43% | 2.25 CHF | 2.26 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 346'492 CHF | 115'997 CHF | 99.36% | 99.36% |
13.05.2024 | 0.42% | 2.29 CHF | 2.30 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 354'016 CHF | 118'505 CHF | 98.93% | 98.93% |
10.05.2024 | 0.41% | 2.39 CHF | 2.40 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 363'105 CHF | 121'535 CHF | 99.22% | 99.22% |
08.05.2024 | 0.39% | 2.43 CHF | 2.44 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 381'410 CHF | 127'637 CHF | 98.61% | 98.61% |
07.05.2024 | 0.34% | 2.89 CHF | 2.90 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 439'721 CHF | 147'074 CHF | 94.70% | 94.70% |
06.05.2024 | 0.33% | 2.98 CHF | 2.99 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 451'531 CHF | 151'010 CHF | 99.37% | 99.37% |
03.05.2024 | 0.35% | 2.89 CHF | 2.90 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 425'443 CHF | 142'314 CHF | 99.27% | 99.27% |
02.05.2024 | 0.35% | 2.83 CHF | 2.84 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 425'251 CHF | 142'250 CHF | 99.36% | 99.36% |