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 | 0.38% | 2.61 CHF | 2.62 CHF | 300'000 | 300'000 | 299'746 | 299'746 | 787'391 CHF | 790'391 CHF | 100.00% | 100.00% |
15.05.2024 | 0.42% | 2.53 CHF | 2.54 CHF | 300'000 | 300'000 | 299'369 | 299'369 | 720'767 CHF | 723'767 CHF | 99.90% | 99.90% |
14.05.2024 | 0.45% | 2.31 CHF | 2.32 CHF | 300'000 | 300'000 | 299'965 | 299'965 | 669'750 CHF | 672'750 CHF | 99.80% | 99.80% |
13.05.2024 | 0.45% | 2.23 CHF | 2.24 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 670'326 CHF | 673'326 CHF | 100.00% | 100.00% |
10.05.2024 | 0.46% | 2.21 CHF | 2.22 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 651'109 CHF | 654'109 CHF | 100.00% | 100.00% |
08.05.2024 | 0.53% | 1.91 CHF | 1.92 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 563'818 CHF | 566'818 CHF | 99.77% | 99.77% |
07.05.2024 | 0.60% | 1.78 CHF | 1.79 CHF | 300'000 | 300'000 | 299'803 | 299'803 | 498'467 CHF | 501'467 CHF | 96.15% | 96.15% |
06.05.2024 | 0.70% | 1.40 CHF | 1.41 CHF | 300'000 | 300'000 | 300'000 | 299'996 | 427'649 CHF | 430'642 CHF | 100.00% | 100.00% |
03.05.2024 | 0.78% | 1.29 CHF | 1.30 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 384'228 CHF | 387'228 CHF | 99.89% | 99.89% |
02.05.2024 | 0.80% | 1.16 CHF | 1.17 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 373'665 CHF | 376'665 CHF | 99.54% | 99.54% |