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 | 0.42% | 2.35 CHF | 2.36 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 355'224 CHF | 118'908 CHF | 98.49% | 98.49% |
15.05.2024 | 0.42% | 2.36 CHF | 2.37 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 353'691 CHF | 118'397 CHF | 98.31% | 98.31% |
14.05.2024 | 0.42% | 2.32 CHF | 2.33 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 356'580 CHF | 119'360 CHF | 99.35% | 99.35% |
13.05.2024 | 0.41% | 2.36 CHF | 2.37 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 364'222 CHF | 121'907 CHF | 98.93% | 98.93% |
10.05.2024 | 0.40% | 2.46 CHF | 2.47 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 372'876 CHF | 124'792 CHF | 99.22% | 99.22% |
08.05.2024 | 0.38% | 2.50 CHF | 2.51 CHF | 150'000 | 50'000 | 150'000 | 49'988 | 390'770 CHF | 130'727 CHF | 98.60% | 98.60% |
07.05.2024 | 0.33% | 2.94 CHF | 2.95 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 447'642 CHF | 149'714 CHF | 94.70% | 94.70% |
06.05.2024 | 0.33% | 3.04 CHF | 3.05 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 459'185 CHF | 153'562 CHF | 99.37% | 99.37% |
03.05.2024 | 0.35% | 2.95 CHF | 2.96 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 434'035 CHF | 145'178 CHF | 99.27% | 99.27% |
02.05.2024 | 0.35% | 2.89 CHF | 2.90 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 433'873 CHF | 145'124 CHF | 99.36% | 99.36% |