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 | 0.25% | 4.01 CHF | 4.02 CHF | 250'000 | 250'000 | 249'777 | 249'777 | 985'857 CHF | 988'357 CHF | 100.00% | 100.00% |
15.05.2024 | 0.29% | 3.73 CHF | 3.74 CHF | 250'000 | 250'000 | 249'325 | 249'325 | 849'474 CHF | 851'974 CHF | 99.90% | 99.90% |
14.05.2024 | 0.32% | 3.15 CHF | 3.16 CHF | 250'000 | 250'000 | 249'806 | 249'806 | 772'861 CHF | 775'361 CHF | 99.73% | 99.73% |
13.05.2024 | 0.32% | 3.12 CHF | 3.13 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 789'604 CHF | 792'104 CHF | 100.00% | 100.00% |
10.05.2024 | 0.32% | 3.01 CHF | 3.02 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 781'104 CHF | 783'604 CHF | 99.99% | 99.99% |
08.05.2024 | 0.37% | 2.70 CHF | 2.71 CHF | 250'000 | 250'000 | 249'962 | 249'962 | 666'660 CHF | 669'160 CHF | 99.67% | 99.67% |
07.05.2024 | 0.37% | 2.80 CHF | 2.81 CHF | 250'000 | 250'000 | 249'900 | 249'900 | 675'654 CHF | 678'154 CHF | 99.72% | 99.72% |
06.05.2024 | 0.44% | 2.38 CHF | 2.39 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 572'550 CHF | 575'050 CHF | 100.00% | 100.00% |
03.05.2024 | 0.57% | 1.86 CHF | 1.87 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 440'224 CHF | 442'724 CHF | 99.56% | 99.56% |
02.05.2024 | 0.79% | 1.25 CHF | 1.26 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 316'054 CHF | 318'554 CHF | 99.60% | 99.60% |