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 | 0.53% | 2.07 CHF | 2.08 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 473'462 CHF | 475'962 CHF | 98.95% | 98.95% |
15.05.2024 | 0.56% | 1.77 CHF | 1.78 CHF | 250'000 | 250'000 | 244'853 | 244'853 | 462'118 CHF | 464'592 CHF | 98.06% | 98.06% |
14.05.2024 | 0.48% | 2.05 CHF | 2.06 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 521'526 CHF | 524'026 CHF | 97.89% | 97.89% |
13.05.2024 | 0.49% | 2.02 CHF | 2.03 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 504'724 CHF | 507'224 CHF | 100.00% | 100.00% |
10.05.2024 | 0.52% | 1.97 CHF | 1.98 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 478'059 CHF | 480'559 CHF | 98.59% | 98.59% |
08.05.2024 | 0.40% | 2.53 CHF | 2.54 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 624'832 CHF | 627'332 CHF | 99.97% | 99.97% |
07.05.2024 | 0.35% | 2.60 CHF | 2.61 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 715'327 CHF | 717'827 CHF | 99.75% | 99.75% |
06.05.2024 | 0.31% | 3.13 CHF | 3.14 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 801'186 CHF | 803'686 CHF | 99.89% | 99.89% |
03.05.2024 | 0.29% | 3.48 CHF | 3.49 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 871'968 CHF | 874'468 CHF | 97.02% | 97.02% |
02.05.2024 | 0.28% | 3.61 CHF | 3.62 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 896'075 CHF | 898'575 CHF | 99.24% | 99.24% |