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 | 0.38% | 2.58 CHF | 2.59 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 390'266 CHF | 130'589 CHF | 98.49% | 98.49% |
15.05.2024 | 0.39% | 2.59 CHF | 2.60 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 388'634 CHF | 130'045 CHF | 98.31% | 98.31% |
14.05.2024 | 0.38% | 2.55 CHF | 2.56 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 391'589 CHF | 131'030 CHF | 99.36% | 99.36% |
13.05.2024 | 0.38% | 2.59 CHF | 2.60 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 399'277 CHF | 133'592 CHF | 98.92% | 98.92% |
10.05.2024 | 0.37% | 2.70 CHF | 2.71 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 408'311 CHF | 136'604 CHF | 99.23% | 99.23% |
08.05.2024 | 0.35% | 2.73 CHF | 2.74 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 427'006 CHF | 142'835 CHF | 98.61% | 98.61% |
07.05.2024 | 0.31% | 3.20 CHF | 3.21 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 486'061 CHF | 162'520 CHF | 94.70% | 94.70% |
06.05.2024 | 0.30% | 3.29 CHF | 3.30 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 497'960 CHF | 166'487 CHF | 99.37% | 99.37% |
03.05.2024 | 0.32% | 3.20 CHF | 3.21 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 471'146 CHF | 157'549 CHF | 99.27% | 99.27% |
02.05.2024 | 0.32% | 3.14 CHF | 3.15 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 470'929 CHF | 157'476 CHF | 99.36% | 99.36% |