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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.42% | 2.56 CHF | 2.57 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 601'295 CHF | 603'795 CHF | 100.00% | 100.00% |
16.05.2024 | 0.43% | 2.28 CHF | 2.29 CHF | 250'000 | 250'000 | 249'777 | 249'780 | 579'837 CHF | 582'342 CHF | 100.00% | 100.00% |
15.05.2024 | 0.46% | 2.31 CHF | 2.32 CHF | 250'000 | 250'000 | 249'465 | 249'465 | 546'767 CHF | 549'267 CHF | 99.81% | 99.81% |
14.05.2024 | 0.50% | 2.05 CHF | 2.06 CHF | 250'000 | 250'000 | 249'950 | 249'950 | 501'052 CHF | 503'552 CHF | 99.88% | 99.88% |
13.05.2024 | 0.50% | 1.93 CHF | 1.94 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 498'942 CHF | 501'441 CHF | 99.45% | 99.45% |
10.05.2024 | 0.45% | 2.17 CHF | 2.18 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 559'560 CHF | 562'060 CHF | 100.00% | 100.00% |
08.05.2024 | 0.57% | 1.75 CHF | 1.76 CHF | 250'000 | 250'000 | 249'943 | 249'943 | 434'450 CHF | 436'950 CHF | 99.29% | 99.29% |
07.05.2024 | 0.56% | 1.77 CHF | 1.78 CHF | 250'000 | 250'000 | 249'838 | 249'838 | 443'632 CHF | 446'132 CHF | 100.00% | 100.00% |
06.05.2024 | 0.55% | 1.84 CHF | 1.85 CHF | 250'000 | 250'000 | 250'000 | 249'998 | 454'483 CHF | 456'979 CHF | 100.00% | 100.00% |
03.05.2024 | 0.61% | 1.58 CHF | 1.59 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 407'313 CHF | 409'813 CHF | 98.18% | 98.18% |