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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.05.2024 | 0.35% | 2.68 CHF | 2.69 CHF | 250'000 | 250'000 | 249'988 | 250'000 | 711'322 CHF | 713'855 CHF | 100.00% | 100.00% |
21.05.2024 | 0.34% | 3.03 CHF | 3.04 CHF | 250'000 | 250'000 | 249'700 | 249'700 | 734'694 CHF | 737'194 CHF | 99.99% | 99.99% |
17.05.2024 | 0.37% | 2.83 CHF | 2.84 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 669'118 CHF | 671'618 CHF | 100.00% | 100.00% |
16.05.2024 | 0.39% | 2.55 CHF | 2.56 CHF | 250'000 | 250'000 | 249'780 | 249'780 | 647'186 CHF | 649'686 CHF | 100.00% | 100.00% |
15.05.2024 | 0.41% | 2.58 CHF | 2.59 CHF | 250'000 | 250'000 | 249'474 | 249'474 | 614'202 CHF | 616'702 CHF | 99.82% | 99.82% |
14.05.2024 | 0.44% | 2.32 CHF | 2.33 CHF | 250'000 | 250'000 | 249'949 | 249'949 | 568'724 CHF | 571'224 CHF | 99.88% | 99.88% |
13.05.2024 | 0.44% | 2.20 CHF | 2.21 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 566'528 CHF | 569'028 CHF | 99.45% | 99.45% |
10.05.2024 | 0.40% | 2.44 CHF | 2.45 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 627'127 CHF | 629'627 CHF | 100.00% | 100.00% |
08.05.2024 | 0.50% | 2.02 CHF | 2.03 CHF | 250'000 | 250'000 | 249'942 | 249'942 | 502'063 CHF | 504'563 CHF | 99.29% | 99.29% |
07.05.2024 | 0.49% | 2.04 CHF | 2.05 CHF | 250'000 | 250'000 | 249'837 | 249'837 | 511'104 CHF | 513'604 CHF | 100.00% | 100.00% |