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 | 0.31% | 3.21 CHF | 3.22 CHF | 500'000 | 500'000 | 304'723 | 304'723 | 991'396 CHF | 994'443 CHF | 98.95% | 98.95% |
15.05.2024 | 0.32% | 3.17 CHF | 3.18 CHF | 500'000 | 500'000 | 305'494 | 305'494 | 963'353 CHF | 966'408 CHF | 97.55% | 97.55% |
14.05.2024 | 0.33% | 3.14 CHF | 3.15 CHF | 500'000 | 500'000 | 305'686 | 305'686 | 934'467 CHF | 937'524 CHF | 97.08% | 97.08% |
13.05.2024 | 0.31% | 3.07 CHF | 3.08 CHF | 500'000 | 500'000 | 303'083 | 303'083 | 957'877 CHF | 960'908 CHF | 99.00% | 99.00% |
10.05.2024 | 0.31% | 3.15 CHF | 3.16 CHF | 500'000 | 500'000 | 304'072 | 304'072 | 983'660 CHF | 986'701 CHF | 97.15% | 97.15% |
08.05.2024 | 0.32% | 3.22 CHF | 3.23 CHF | 500'000 | 500'000 | 304'340 | 304'340 | 953'338 CHF | 956'381 CHF | 98.43% | 98.43% |
07.05.2024 | 0.33% | 3.08 CHF | 3.09 CHF | 500'000 | 500'000 | 304'813 | 304'813 | 923'292 CHF | 926'341 CHF | 98.78% | 98.78% |
06.05.2024 | 0.35% | 2.92 CHF | 2.93 CHF | 500'000 | 500'000 | 304'658 | 304'658 | 872'790 CHF | 875'837 CHF | 99.08% | 99.08% |
03.05.2024 | 0.38% | 2.77 CHF | 2.78 CHF | 500'000 | 500'000 | 305'617 | 305'617 | 816'746 CHF | 819'802 CHF | 97.06% | 97.06% |
02.05.2024 | 0.38% | 2.59 CHF | 2.60 CHF | 500'000 | 500'000 | 303'818 | 303'818 | 791'508 CHF | 794'546 CHF | 98.69% | 98.69% |