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 | 0.50% | 1.99 CHF | 2.00 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 595'851 CHF | 199'617 CHF | 98.89% | 98.89% |
15.05.2024 | 0.53% | 1.92 CHF | 1.93 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 565'480 CHF | 189'494 CHF | 99.11% | 99.11% |
14.05.2024 | 0.53% | 1.88 CHF | 1.89 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 566'461 CHF | 189'820 CHF | 98.70% | 98.70% |
13.05.2024 | 0.52% | 1.92 CHF | 1.93 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 576'332 CHF | 193'111 CHF | 95.18% | 95.18% |
10.05.2024 | 0.52% | 1.90 CHF | 1.91 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 576'111 CHF | 193'037 CHF | 98.94% | 98.94% |
08.05.2024 | 0.52% | 1.91 CHF | 1.92 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 572'301 CHF | 191'767 CHF | 98.83% | 98.83% |
07.05.2024 | 0.56% | 1.85 CHF | 1.86 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 539'061 CHF | 180'687 CHF | 99.15% | 99.15% |
06.05.2024 | 0.57% | 1.76 CHF | 1.77 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 520'797 CHF | 174'599 CHF | 98.79% | 98.79% |
03.05.2024 | 0.58% | 1.72 CHF | 1.73 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 514'229 CHF | 172'410 CHF | 99.08% | 99.08% |
02.05.2024 | 0.59% | 1.69 CHF | 1.70 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 506'061 CHF | 169'687 CHF | 99.13% | 99.13% |