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 | 0.30% | 3.14 CHF | 3.15 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 828'493 CHF | 830'993 CHF | 98.95% | 98.95% |
15.05.2024 | 0.31% | 3.48 CHF | 3.49 CHF | 250'000 | 250'000 | 244'845 | 244'845 | 822'033 CHF | 824'507 CHF | 98.06% | 98.06% |
14.05.2024 | 0.32% | 3.21 CHF | 3.22 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 791'902 CHF | 794'402 CHF | 97.90% | 97.90% |
13.05.2024 | 0.31% | 3.24 CHF | 3.25 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 807'728 CHF | 810'228 CHF | 99.92% | 99.92% |
10.05.2024 | 0.30% | 3.29 CHF | 3.30 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 838'483 CHF | 840'983 CHF | 98.38% | 98.38% |
08.05.2024 | 0.35% | 2.82 CHF | 2.83 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 710'994 CHF | 713'494 CHF | 99.97% | 99.97% |
07.05.2024 | 0.40% | 2.75 CHF | 2.76 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 622'466 CHF | 624'966 CHF | 99.75% | 99.75% |
06.05.2024 | 0.47% | 2.23 CHF | 2.24 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 536'544 CHF | 539'044 CHF | 99.89% | 99.89% |
03.05.2024 | 0.53% | 1.90 CHF | 1.91 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 474'071 CHF | 476'571 CHF | 96.94% | 96.94% |
02.05.2024 | 0.55% | 1.79 CHF | 1.80 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 453'687 CHF | 456'187 CHF | 99.41% | 99.41% |