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 | 0.50% | 3.22 CHF | 3.24 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 640'905 CHF | 644'084 CHF | 99.22% | 99.22% |
15.05.2024 | 0.46% | 3.31 CHF | 3.33 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 686'068 CHF | 689'237 CHF | 98.77% | 98.77% |
14.05.2024 | 0.44% | 3.54 CHF | 3.55 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 723'061 CHF | 726'252 CHF | 99.40% | 99.40% |
13.05.2024 | 0.43% | 3.62 CHF | 3.63 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 723'669 CHF | 726'787 CHF | 98.91% | 98.91% |
10.05.2024 | 0.43% | 3.68 CHF | 3.70 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 744'201 CHF | 747'406 CHF | 100.00% | 100.00% |
08.05.2024 | 0.40% | 4.01 CHF | 4.02 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 806'730 CHF | 809'960 CHF | 99.67% | 99.67% |
07.05.2024 | 0.37% | 4.14 CHF | 4.15 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 850'920 CHF | 854'086 CHF | 96.81% | 96.81% |
06.05.2024 | 0.35% | 4.53 CHF | 4.55 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 900'625 CHF | 903'820 CHF | 99.85% | 99.85% |
03.05.2024 | 0.35% | 4.66 CHF | 4.68 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 934'537 CHF | 937'787 CHF | 96.61% | 96.61% |
02.05.2024 | 0.34% | 4.80 CHF | 4.82 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 942'844 CHF | 946'037 CHF | 99.31% | 99.31% |