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 | 0.26% | 3.79 CHF | 3.80 CHF | 250'000 | 250'000 | 249'802 | 249'797 | 955'990 CHF | 958'467 CHF | 100.00% | 100.00% |
15.05.2024 | 0.27% | 3.82 CHF | 3.83 CHF | 250'000 | 250'000 | 249'528 | 249'528 | 923'330 CHF | 925'830 CHF | 99.82% | 99.82% |
14.05.2024 | 0.28% | 3.56 CHF | 3.57 CHF | 250'000 | 250'000 | 249'950 | 249'950 | 879'005 CHF | 881'505 CHF | 99.88% | 99.88% |
13.05.2024 | 0.28% | 3.45 CHF | 3.46 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 876'451 CHF | 878'951 CHF | 99.45% | 99.45% |
10.05.2024 | 0.27% | 3.68 CHF | 3.69 CHF | 250'000 | 250'000 | 250'000 | 249'999 | 936'937 CHF | 939'435 CHF | 100.00% | 100.00% |
08.05.2024 | 0.31% | 3.26 CHF | 3.27 CHF | 250'000 | 250'000 | 249'940 | 249'940 | 812'275 CHF | 814'775 CHF | 99.29% | 99.29% |
07.05.2024 | 0.30% | 3.28 CHF | 3.29 CHF | 250'000 | 250'000 | 249'834 | 249'834 | 820'571 CHF | 823'071 CHF | 100.00% | 100.00% |
06.05.2024 | 0.30% | 3.35 CHF | 3.36 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 830'741 CHF | 833'241 CHF | 100.00% | 100.00% |
03.05.2024 | 0.32% | 3.08 CHF | 3.09 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 783'856 CHF | 786'356 CHF | 98.19% | 98.19% |
02.05.2024 | 0.31% | 3.20 CHF | 3.21 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 795'095 CHF | 797'595 CHF | 99.98% | 99.98% |