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 | 0.36% | 2.87 CHF | 2.88 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 349'706 CHF | 350'956 CHF | 99.05% | 99.05% |
15.05.2024 | 0.37% | 2.75 CHF | 2.76 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 339'052 CHF | 340'302 CHF | 98.77% | 98.77% |
14.05.2024 | 0.38% | 2.68 CHF | 2.69 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 330'522 CHF | 331'772 CHF | 98.90% | 98.90% |
13.05.2024 | 0.40% | 2.52 CHF | 2.53 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 311'392 CHF | 312'642 CHF | 99.15% | 99.15% |
10.05.2024 | 0.38% | 2.61 CHF | 2.62 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 330'937 CHF | 332'187 CHF | 96.46% | 96.46% |
08.05.2024 | 0.37% | 2.70 CHF | 2.71 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 338'978 CHF | 340'228 CHF | 99.18% | 99.18% |
07.05.2024 | 0.38% | 2.74 CHF | 2.75 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 328'474 CHF | 329'724 CHF | 85.60% | 85.60% |
06.05.2024 | 0.39% | 2.56 CHF | 2.57 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 321'239 CHF | 322'489 CHF | 98.97% | 98.97% |
03.05.2024 | 0.39% | 2.46 CHF | 2.47 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 320'087 CHF | 321'337 CHF | 99.18% | 99.18% |
02.05.2024 | 0.40% | 2.52 CHF | 2.53 CHF | 125'000 | 122'000 | 125'000 | 125'000 | 312'723 CHF | 313'973 CHF | 95.99% | 95.99% |