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 | 0.27% | 3.46 CHF | 3.47 CHF | 125'000 | 125'000 | 124'909 | 124'909 | 457'302 CHF | 458'552 CHF | 99.99% | 99.99% |
15.05.2024 | 0.26% | 3.73 CHF | 3.74 CHF | 125'000 | 125'000 | 124'731 | 124'738 | 491'178 CHF | 492'457 CHF | 99.78% | 99.78% |
14.05.2024 | 0.29% | 3.76 CHF | 3.77 CHF | 125'000 | 125'000 | 124'981 | 124'981 | 428'750 CHF | 430'000 CHF | 99.99% | 99.99% |
13.05.2024 | 0.34% | 2.99 CHF | 3.00 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 368'293 CHF | 369'543 CHF | 100.00% | 100.00% |
10.05.2024 | 0.35% | 2.67 CHF | 2.68 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 355'488 CHF | 356'738 CHF | 99.61% | 99.61% |
08.05.2024 | 0.43% | 2.30 CHF | 2.31 CHF | 125'000 | 125'000 | 124'969 | 124'969 | 288'475 CHF | 289'725 CHF | 99.29% | 99.29% |
07.05.2024 | 0.40% | 2.59 CHF | 2.60 CHF | 125'000 | 125'000 | 124'919 | 124'919 | 311'147 CHF | 312'397 CHF | 100.00% | 100.00% |
06.05.2024 | 0.38% | 2.60 CHF | 2.61 CHF | 125'000 | 125'000 | 125'000 | 124'999 | 327'042 CHF | 328'290 CHF | 100.00% | 100.00% |
03.05.2024 | 0.43% | 2.30 CHF | 2.31 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 288'253 CHF | 289'503 CHF | 99.91% | 99.91% |
02.05.2024 | 0.44% | 2.14 CHF | 2.15 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 281'854 CHF | 283'104 CHF | 99.98% | 99.98% |