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 | 0.39% | 2.53 CHF | 2.54 CHF | 500'000 | 500'000 | 304'715 | 304'715 | 785'355 CHF | 788'402 CHF | 98.96% | 98.96% |
15.05.2024 | 0.40% | 2.50 CHF | 2.51 CHF | 500'000 | 500'000 | 305'516 | 305'516 | 756'218 CHF | 759'273 CHF | 97.56% | 97.56% |
14.05.2024 | 0.42% | 2.46 CHF | 2.47 CHF | 500'000 | 500'000 | 305'778 | 305'778 | 727'009 CHF | 730'067 CHF | 97.10% | 97.10% |
13.05.2024 | 0.40% | 2.39 CHF | 2.40 CHF | 500'000 | 500'000 | 303'090 | 303'090 | 752'236 CHF | 755'267 CHF | 99.03% | 99.03% |
10.05.2024 | 0.39% | 2.47 CHF | 2.48 CHF | 500'000 | 500'000 | 304'068 | 304'068 | 777'383 CHF | 780'424 CHF | 97.15% | 97.15% |
08.05.2024 | 0.41% | 2.54 CHF | 2.55 CHF | 500'000 | 500'000 | 304'350 | 304'350 | 746'577 CHF | 749'620 CHF | 98.45% | 98.45% |
07.05.2024 | 0.42% | 2.40 CHF | 2.41 CHF | 500'000 | 500'000 | 304'824 | 304'824 | 716'573 CHF | 719'622 CHF | 98.80% | 98.80% |
06.05.2024 | 0.46% | 2.24 CHF | 2.25 CHF | 500'000 | 500'000 | 304'668 | 304'668 | 666'751 CHF | 669'798 CHF | 99.06% | 99.06% |
03.05.2024 | 0.51% | 2.10 CHF | 2.11 CHF | 500'000 | 500'000 | 305'618 | 305'618 | 609'729 CHF | 612'785 CHF | 97.09% | 97.09% |
02.05.2024 | 0.52% | 1.90 CHF | 1.91 CHF | 500'000 | 500'000 | 303'853 | 303'853 | 584'534 CHF | 587'573 CHF | 98.70% | 98.70% |