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 | 0.36% | 2.82 CHF | 2.83 CHF | 250'000 | 250'000 | 249'789 | 249'789 | 691'763 CHF | 694'263 CHF | 100.00% | 100.00% |
15.05.2024 | 0.34% | 2.79 CHF | 2.80 CHF | 250'000 | 250'000 | 249'464 | 249'464 | 726'940 CHF | 729'440 CHF | 99.83% | 99.83% |
14.05.2024 | 0.32% | 3.07 CHF | 3.08 CHF | 250'000 | 250'000 | 249'942 | 249'948 | 779'701 CHF | 782'219 CHF | 99.87% | 99.87% |
13.05.2024 | 0.32% | 3.19 CHF | 3.20 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 781'744 CHF | 784'244 CHF | 99.45% | 99.45% |
10.05.2024 | 0.34% | 2.97 CHF | 2.98 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 724'667 CHF | 727'167 CHF | 100.00% | 100.00% |
08.05.2024 | 0.29% | 3.41 CHF | 3.42 CHF | 250'000 | 250'000 | 249'943 | 249'943 | 854'274 CHF | 856'774 CHF | 99.29% | 99.29% |
07.05.2024 | 0.30% | 3.37 CHF | 3.38 CHF | 250'000 | 250'000 | 249'843 | 249'843 | 843'454 CHF | 845'954 CHF | 100.00% | 100.00% |
06.05.2024 | 0.30% | 3.31 CHF | 3.32 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 831'356 CHF | 833'856 CHF | 100.00% | 100.00% |
03.05.2024 | 0.28% | 3.57 CHF | 3.58 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 883'612 CHF | 886'112 CHF | 98.18% | 98.18% |
02.05.2024 | 0.28% | 3.52 CHF | 3.53 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 884'299 CHF | 886'799 CHF | 99.99% | 99.99% |