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 | 0.34% | 2.92 CHF | 2.93 CHF | 250'000 | 250'000 | 249'780 | 249'780 | 739'179 CHF | 741'679 CHF | 100.00% | 100.00% |
15.05.2024 | 0.35% | 2.95 CHF | 2.96 CHF | 250'000 | 250'000 | 249'478 | 249'478 | 706'225 CHF | 708'725 CHF | 99.82% | 99.82% |
14.05.2024 | 0.38% | 2.69 CHF | 2.70 CHF | 250'000 | 250'000 | 249'949 | 249'949 | 661'133 CHF | 663'633 CHF | 99.86% | 99.86% |
13.05.2024 | 0.38% | 2.57 CHF | 2.58 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 658'844 CHF | 661'344 CHF | 99.45% | 99.45% |
10.05.2024 | 0.35% | 2.81 CHF | 2.82 CHF | 250'000 | 250'000 | 249'999 | 250'000 | 719'397 CHF | 721'901 CHF | 100.00% | 100.00% |
08.05.2024 | 0.42% | 2.39 CHF | 2.40 CHF | 250'000 | 250'000 | 249'942 | 249'942 | 594'450 CHF | 596'950 CHF | 99.29% | 99.29% |
07.05.2024 | 0.41% | 2.41 CHF | 2.42 CHF | 250'000 | 250'000 | 249'837 | 249'837 | 603'269 CHF | 605'769 CHF | 100.00% | 100.00% |
06.05.2024 | 0.41% | 2.48 CHF | 2.49 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 613'861 CHF | 616'361 CHF | 100.00% | 100.00% |
03.05.2024 | 0.44% | 2.22 CHF | 2.23 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 566'783 CHF | 569'282 CHF | 98.19% | 98.19% |
02.05.2024 | 0.43% | 2.32 CHF | 2.33 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 576'634 CHF | 579'134 CHF | 99.98% | 99.98% |