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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 0.51% | 1.91 CHF | 1.92 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 491'609 CHF | 494'109 CHF | 98.51% | 98.51% |
22.05.2024 | 0.53% | 1.92 CHF | 1.93 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 474'440 CHF | 476'940 CHF | 98.81% | 98.81% |
21.05.2024 | 0.52% | 2.00 CHF | 2.01 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 482'209 CHF | 484'709 CHF | 99.96% | 99.96% |
17.05.2024 | 0.52% | 2.02 CHF | 2.03 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 483'026 CHF | 485'526 CHF | 99.91% | 99.91% |
16.05.2024 | 0.45% | 2.03 CHF | 2.04 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 549'060 CHF | 551'560 CHF | 98.94% | 98.94% |
15.05.2024 | 0.47% | 2.36 CHF | 2.37 CHF | 250'000 | 250'000 | 244'851 | 244'851 | 548'457 CHF | 550'931 CHF | 98.04% | 98.04% |
14.05.2024 | 0.49% | 2.09 CHF | 2.10 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 514'076 CHF | 516'576 CHF | 97.90% | 97.90% |
13.05.2024 | 0.47% | 2.13 CHF | 2.14 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 530'018 CHF | 532'518 CHF | 100.00% | 100.00% |
10.05.2024 | 0.45% | 2.18 CHF | 2.19 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 560'394 CHF | 562'894 CHF | 98.56% | 98.56% |
08.05.2024 | 0.57% | 1.71 CHF | 1.72 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 435'119 CHF | 437'619 CHF | 99.97% | 99.97% |