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% | 2.83 CHF | 2.84 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 836'534 CHF | 279'845 CHF | 98.81% | 98.81% |
15.05.2024 | 0.36% | 2.75 CHF | 2.76 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 830'357 CHF | 277'786 CHF | 98.69% | 98.69% |
14.05.2024 | 0.37% | 2.76 CHF | 2.77 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 810'849 CHF | 271'283 CHF | 98.82% | 98.82% |
13.05.2024 | 0.37% | 2.72 CHF | 2.73 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 820'416 CHF | 274'472 CHF | 93.14% | 93.14% |
10.05.2024 | 0.36% | 2.76 CHF | 2.77 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 827'306 CHF | 276'769 CHF | 98.63% | 98.63% |
08.05.2024 | 0.35% | 2.81 CHF | 2.82 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 844'714 CHF | 282'571 CHF | 98.31% | 98.31% |
07.05.2024 | 0.35% | 2.80 CHF | 2.81 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 849'805 CHF | 284'268 CHF | 98.44% | 98.44% |
06.05.2024 | 0.35% | 2.86 CHF | 2.87 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 852'342 CHF | 285'114 CHF | 98.45% | 98.45% |
03.05.2024 | 0.35% | 2.85 CHF | 2.86 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 854'623 CHF | 285'874 CHF | 98.74% | 98.74% |
02.05.2024 | 0.36% | 2.84 CHF | 2.85 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 843'379 CHF | 282'126 CHF | 98.76% | 98.76% |