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 | 0.47% | 2.09 CHF | 2.10 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 316'747 CHF | 106'082 CHF | 98.50% | 98.50% |
15.05.2024 | 0.47% | 2.10 CHF | 2.11 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 315'353 CHF | 105'618 CHF | 98.31% | 98.31% |
14.05.2024 | 0.47% | 2.06 CHF | 2.07 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 318'121 CHF | 106'540 CHF | 99.36% | 99.36% |
13.05.2024 | 0.46% | 2.10 CHF | 2.11 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 325'470 CHF | 108'990 CHF | 98.93% | 98.93% |
10.05.2024 | 0.45% | 2.20 CHF | 2.21 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 333'994 CHF | 111'831 CHF | 99.23% | 99.23% |
08.05.2024 | 0.43% | 2.24 CHF | 2.25 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 351'478 CHF | 117'659 CHF | 98.60% | 98.60% |
07.05.2024 | 0.37% | 2.67 CHF | 2.68 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 406'989 CHF | 136'163 CHF | 94.69% | 94.69% |
06.05.2024 | 0.36% | 2.76 CHF | 2.77 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 418'329 CHF | 139'943 CHF | 99.37% | 99.37% |
03.05.2024 | 0.38% | 2.68 CHF | 2.69 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 393'937 CHF | 131'812 CHF | 99.27% | 99.27% |
02.05.2024 | 0.38% | 2.63 CHF | 2.64 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 393'882 CHF | 131'794 CHF | 99.36% | 99.36% |