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 | 0.32% | 3.10 CHF | 3.11 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 943'519 CHF | 315'506 CHF | 99.34% | 99.34% |
15.05.2024 | 0.33% | 3.06 CHF | 3.07 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 909'258 CHF | 304'086 CHF | 99.29% | 99.29% |
14.05.2024 | 0.34% | 3.02 CHF | 3.03 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 883'612 CHF | 295'537 CHF | 99.33% | 99.33% |
13.05.2024 | 0.33% | 2.95 CHF | 2.96 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 918'450 CHF | 307'150 CHF | 98.49% | 98.49% |
10.05.2024 | 0.32% | 3.04 CHF | 3.05 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 938'956 CHF | 313'985 CHF | 99.34% | 99.34% |
08.05.2024 | 0.33% | 3.10 CHF | 3.11 CHF | 300'000 | 100'000 | 299'997 | 100'000 | 900'777 CHF | 301'262 CHF | 99.33% | 99.33% |
07.05.2024 | 0.34% | 2.97 CHF | 2.98 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 874'225 CHF | 292'408 CHF | 99.33% | 99.33% |
06.05.2024 | 0.36% | 2.80 CHF | 2.81 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 824'767 CHF | 275'922 CHF | 99.35% | 99.35% |
03.05.2024 | 0.40% | 2.66 CHF | 2.67 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 757'925 CHF | 253'642 CHF | 93.60% | 93.60% |
02.05.2024 | 0.40% | 2.47 CHF | 2.48 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 750'503 CHF | 251'168 CHF | 99.34% | 99.34% |