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 | 0.25% | 4.03 CHF | 4.04 CHF | 200'000 | 200'000 | 82'654 | 82'654 | 331'846 CHF | 332'673 CHF | 99.48% | 99.48% |
15.05.2024 | 0.27% | 3.95 CHF | 3.96 CHF | 200'000 | 200'000 | 82'663 | 82'663 | 311'752 CHF | 312'579 CHF | 99.19% | 99.19% |
14.05.2024 | 0.28% | 3.62 CHF | 3.63 CHF | 200'000 | 200'000 | 82'549 | 82'549 | 294'824 CHF | 295'649 CHF | 99.54% | 99.54% |
13.05.2024 | 0.28% | 3.58 CHF | 3.59 CHF | 200'000 | 200'000 | 82'717 | 82'717 | 294'790 CHF | 295'617 CHF | 99.03% | 99.03% |
10.05.2024 | 0.28% | 3.55 CHF | 3.56 CHF | 200'000 | 200'000 | 82'530 | 82'530 | 294'358 CHF | 295'183 CHF | 99.79% | 99.79% |
08.05.2024 | 0.28% | 3.59 CHF | 3.60 CHF | 200'000 | 200'000 | 82'578 | 82'578 | 297'904 CHF | 298'729 CHF | 99.47% | 99.47% |
07.05.2024 | 0.27% | 3.61 CHF | 3.62 CHF | 200'000 | 200'000 | 83'071 | 83'071 | 301'158 CHF | 301'989 CHF | 98.25% | 98.25% |
06.05.2024 | 0.28% | 3.69 CHF | 3.70 CHF | 200'000 | 200'000 | 82'910 | 82'910 | 296'945 CHF | 297'775 CHF | 98.23% | 98.23% |
03.05.2024 | 0.30% | 3.35 CHF | 3.36 CHF | 200'000 | 200'000 | 82'424 | 82'424 | 273'716 CHF | 274'540 CHF | 99.37% | 99.37% |
02.05.2024 | 0.32% | 3.14 CHF | 3.15 CHF | 200'000 | 200'000 | 83'039 | 83'039 | 256'297 CHF | 257'128 CHF | 98.08% | 98.08% |