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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.05.2024 | 0.34% | 2.94 CHF | 2.95 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 891'734 CHF | 298'245 CHF | 98.79% | 98.79% |
23.05.2024 | 0.34% | 2.93 CHF | 2.94 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 869'086 CHF | 290'695 CHF | 94.44% | 94.44% |
22.05.2024 | 0.34% | 2.87 CHF | 2.88 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 868'763 CHF | 290'588 CHF | 98.71% | 98.71% |
21.05.2024 | 0.35% | 2.86 CHF | 2.87 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 863'380 CHF | 288'793 CHF | 95.76% | 95.76% |
17.05.2024 | 0.35% | 2.83 CHF | 2.84 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 846'256 CHF | 283'085 CHF | 97.44% | 97.44% |
16.05.2024 | 0.36% | 2.83 CHF | 2.84 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 836'694 CHF | 279'898 CHF | 98.81% | 98.81% |
15.05.2024 | 0.36% | 2.76 CHF | 2.77 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 830'497 CHF | 277'832 CHF | 98.69% | 98.69% |
14.05.2024 | 0.37% | 2.76 CHF | 2.77 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 811'002 CHF | 271'334 CHF | 98.83% | 98.83% |
13.05.2024 | 0.36% | 2.72 CHF | 2.73 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 820'527 CHF | 274'509 CHF | 93.16% | 93.16% |
10.05.2024 | 0.36% | 2.77 CHF | 2.78 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 827'500 CHF | 276'833 CHF | 98.63% | 98.63% |