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% | 2.60 CHF | 2.61 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 391'702 CHF | 393'202 CHF | 98.55% | 98.55% |
15.05.2024 | 0.42% | 2.51 CHF | 2.52 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 358'357 CHF | 359'857 CHF | 94.80% | 94.80% |
14.05.2024 | 0.45% | 2.29 CHF | 2.30 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 331'111 CHF | 332'611 CHF | 99.35% | 99.35% |
13.05.2024 | 0.45% | 2.21 CHF | 2.22 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 331'270 CHF | 332'770 CHF | 98.97% | 98.97% |
10.05.2024 | 0.47% | 2.16 CHF | 2.17 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 318'748 CHF | 320'248 CHF | 99.38% | 99.38% |
08.05.2024 | 0.55% | 1.85 CHF | 1.86 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 273'022 CHF | 274'522 CHF | 99.37% | 99.37% |
07.05.2024 | 0.62% | 1.72 CHF | 1.73 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 239'899 CHF | 241'399 CHF | 97.98% | 97.98% |
06.05.2024 | 0.74% | 1.33 CHF | 1.34 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 203'129 CHF | 204'629 CHF | 99.37% | 99.37% |
03.05.2024 | 0.83% | 1.21 CHF | 1.22 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 179'607 CHF | 181'107 CHF | 99.32% | 99.32% |
02.05.2024 | 0.86% | 1.07 CHF | 1.08 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 173'606 CHF | 175'106 CHF | 99.28% | 99.28% |