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 | 0.39% | 2.70 CHF | 2.71 CHF | 300'000 | 300'000 | 299'399 | 299'399 | 773'295 CHF | 776'295 CHF | 99.90% | 99.90% |
14.05.2024 | 0.42% | 2.48 CHF | 2.49 CHF | 300'000 | 300'000 | 299'965 | 299'965 | 720'529 CHF | 723'529 CHF | 99.81% | 99.81% |
13.05.2024 | 0.41% | 2.40 CHF | 2.41 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 721'658 CHF | 724'658 CHF | 100.00% | 100.00% |
10.05.2024 | 0.43% | 2.38 CHF | 2.39 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 701'764 CHF | 704'764 CHF | 100.00% | 100.00% |
08.05.2024 | 0.49% | 2.07 CHF | 2.08 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 613'907 CHF | 616'907 CHF | 99.77% | 99.77% |
07.05.2024 | 0.55% | 1.95 CHF | 1.96 CHF | 300'000 | 300'000 | 299'802 | 299'802 | 548'355 CHF | 551'355 CHF | 96.15% | 96.15% |
06.05.2024 | 0.63% | 1.56 CHF | 1.57 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 477'401 CHF | 480'401 CHF | 100.00% | 100.00% |
03.05.2024 | 0.69% | 1.45 CHF | 1.46 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 433'869 CHF | 436'869 CHF | 99.91% | 99.91% |
02.05.2024 | 0.71% | 1.32 CHF | 1.33 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 423'279 CHF | 426'279 CHF | 99.58% | 99.58% |
30.04.2024 | 0.65% | 1.46 CHF | 1.47 CHF | 300'000 | 300'000 | 299'844 | 299'844 | 457'788 CHF | 460'788 CHF | 100.00% | 100.00% |