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 | 300'000 | 100'000 | 300'000 | 100'000 | 954'582 CHF | 319'194 CHF | 99.19% | 99.19% |
15.05.2024 | 0.35% | 3.12 CHF | 3.13 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 866'075 CHF | 289'692 CHF | 99.15% | 99.15% |
14.05.2024 | 0.36% | 2.79 CHF | 2.80 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 822'185 CHF | 275'062 CHF | 99.22% | 99.22% |
13.05.2024 | 0.36% | 2.75 CHF | 2.76 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 826'988 CHF | 276'663 CHF | 98.27% | 98.27% |
10.05.2024 | 0.37% | 2.72 CHF | 2.73 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 818'804 CHF | 273'935 CHF | 99.20% | 99.20% |
08.05.2024 | 0.36% | 2.77 CHF | 2.78 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 829'858 CHF | 277'620 CHF | 99.19% | 99.19% |
07.05.2024 | 0.35% | 2.78 CHF | 2.79 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 847'157 CHF | 283'386 CHF | 99.18% | 99.18% |
06.05.2024 | 0.37% | 2.86 CHF | 2.87 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 811'290 CHF | 271'430 CHF | 99.27% | 99.27% |
03.05.2024 | 0.41% | 2.52 CHF | 2.53 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 735'763 CHF | 246'254 CHF | 99.14% | 99.14% |
02.05.2024 | 0.44% | 2.31 CHF | 2.32 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 675'538 CHF | 226'179 CHF | 99.19% | 99.19% |