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 | 0.49% | 2.08 CHF | 2.09 CHF | 250'000 | 250'000 | 249'791 | 249'791 | 507'037 CHF | 509'537 CHF | 100.00% | 100.00% |
15.05.2024 | 0.46% | 2.05 CHF | 2.06 CHF | 250'000 | 250'000 | 249'480 | 249'480 | 542'099 CHF | 544'599 CHF | 99.82% | 99.82% |
14.05.2024 | 0.42% | 2.33 CHF | 2.34 CHF | 250'000 | 250'000 | 249'949 | 249'949 | 593'940 CHF | 596'440 CHF | 99.89% | 99.89% |
13.05.2024 | 0.42% | 2.45 CHF | 2.46 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 596'152 CHF | 598'652 CHF | 99.45% | 99.45% |
10.05.2024 | 0.46% | 2.22 CHF | 2.23 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 539'090 CHF | 541'590 CHF | 100.00% | 100.00% |
08.05.2024 | 0.37% | 2.66 CHF | 2.67 CHF | 250'000 | 250'000 | 249'942 | 249'942 | 668'327 CHF | 670'827 CHF | 99.29% | 99.29% |
07.05.2024 | 0.38% | 2.63 CHF | 2.64 CHF | 250'000 | 250'000 | 249'845 | 249'845 | 657'918 CHF | 660'418 CHF | 100.00% | 100.00% |
06.05.2024 | 0.39% | 2.57 CHF | 2.58 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 646'169 CHF | 648'669 CHF | 100.00% | 100.00% |
03.05.2024 | 0.36% | 2.83 CHF | 2.84 CHF | 250'000 | 250'000 | 250'000 | 249'972 | 698'643 CHF | 701'065 CHF | 98.17% | 98.17% |
02.05.2024 | 0.36% | 2.78 CHF | 2.79 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 698'395 CHF | 700'896 CHF | 99.99% | 99.99% |