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 | 0.28% | 3.59 CHF | 3.60 CHF | 250'000 | 250'000 | 249'804 | 249'804 | 882'062 CHF | 884'562 CHF | 99.99% | 99.99% |
15.05.2024 | 0.33% | 3.34 CHF | 3.35 CHF | 250'000 | 250'000 | 249'468 | 249'468 | 759'129 CHF | 761'629 CHF | 99.89% | 99.89% |
14.05.2024 | 0.36% | 2.82 CHF | 2.83 CHF | 250'000 | 250'000 | 249'951 | 249'951 | 690'964 CHF | 693'464 CHF | 99.75% | 99.75% |
13.05.2024 | 0.35% | 2.79 CHF | 2.80 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 708'011 CHF | 710'511 CHF | 100.00% | 100.00% |
10.05.2024 | 0.35% | 2.73 CHF | 2.74 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 709'633 CHF | 712'133 CHF | 99.99% | 99.99% |
08.05.2024 | 0.41% | 2.45 CHF | 2.46 CHF | 250'000 | 250'000 | 249'952 | 249'952 | 606'611 CHF | 609'111 CHF | 99.67% | 99.67% |
07.05.2024 | 0.41% | 2.53 CHF | 2.54 CHF | 250'000 | 250'000 | 249'848 | 249'848 | 609'016 CHF | 611'516 CHF | 99.71% | 99.71% |
06.05.2024 | 0.48% | 2.19 CHF | 2.20 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 525'382 CHF | 527'882 CHF | 100.00% | 100.00% |
03.05.2024 | 0.61% | 1.74 CHF | 1.75 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 414'790 CHF | 417'290 CHF | 99.60% | 99.60% |
02.05.2024 | 0.80% | 1.24 CHF | 1.25 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 313'624 CHF | 316'124 CHF | 99.55% | 99.55% |