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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.31% | 3.23 CHF | 3.24 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 960'409 CHF | 963'409 CHF | 100.00% | 100.00% |
16.05.2024 | 0.33% | 3.05 CHF | 3.06 CHF | 300'000 | 300'000 | 299'750 | 299'750 | 920'161 CHF | 923'161 CHF | 100.00% | 100.00% |
15.05.2024 | 0.35% | 2.97 CHF | 2.98 CHF | 300'000 | 300'000 | 299'404 | 299'404 | 852'491 CHF | 855'491 CHF | 99.89% | 99.89% |
14.05.2024 | 0.37% | 2.74 CHF | 2.75 CHF | 300'000 | 300'000 | 299'970 | 299'970 | 800'044 CHF | 803'044 CHF | 99.80% | 99.80% |
13.05.2024 | 0.37% | 2.67 CHF | 2.68 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 800'969 CHF | 803'969 CHF | 100.00% | 100.00% |
10.05.2024 | 0.38% | 2.64 CHF | 2.65 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 781'148 CHF | 784'148 CHF | 100.00% | 100.00% |
08.05.2024 | 0.43% | 2.33 CHF | 2.34 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 691'750 CHF | 694'750 CHF | 99.77% | 99.77% |
07.05.2024 | 0.48% | 2.20 CHF | 2.21 CHF | 300'000 | 300'000 | 299'807 | 299'807 | 625'923 CHF | 628'923 CHF | 96.14% | 96.14% |
06.05.2024 | 0.54% | 1.82 CHF | 1.83 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 555'023 CHF | 558'023 CHF | 100.00% | 100.00% |
03.05.2024 | 0.59% | 1.71 CHF | 1.72 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 511'437 CHF | 514'437 CHF | 99.90% | 99.90% |