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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.34% | 3.08 CHF | 3.09 CHF | 300'000 | 300'000 | 299'367 | 299'367 | 886'815 CHF | 889'815 CHF | 99.89% | 99.89% |
14.05.2024 | 0.36% | 2.86 CHF | 2.87 CHF | 300'000 | 300'000 | 299'962 | 299'962 | 834'342 CHF | 837'342 CHF | 99.80% | 99.80% |
13.05.2024 | 0.36% | 2.78 CHF | 2.79 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 835'428 CHF | 838'428 CHF | 100.00% | 100.00% |
10.05.2024 | 0.37% | 2.76 CHF | 2.77 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 815'538 CHF | 818'538 CHF | 100.00% | 100.00% |
08.05.2024 | 0.41% | 2.45 CHF | 2.46 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 727'361 CHF | 730'361 CHF | 99.77% | 99.77% |
07.05.2024 | 0.45% | 2.32 CHF | 2.33 CHF | 300'000 | 300'000 | 299'799 | 299'799 | 661'674 CHF | 664'674 CHF | 96.15% | 96.15% |
06.05.2024 | 0.51% | 1.94 CHF | 1.95 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 590'798 CHF | 593'798 CHF | 100.00% | 100.00% |
03.05.2024 | 0.55% | 1.83 CHF | 1.84 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 547'173 CHF | 550'173 CHF | 99.91% | 99.91% |
02.05.2024 | 0.56% | 1.70 CHF | 1.71 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 536'462 CHF | 539'462 CHF | 99.57% | 99.57% |
30.04.2024 | 0.52% | 1.83 CHF | 1.84 CHF | 300'000 | 300'000 | 299'790 | 299'790 | 570'677 CHF | 573'677 CHF | 99.99% | 99.99% |