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 | 0.31% | 3.05 CHF | 3.06 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 804'264 CHF | 806'764 CHF | 98.95% | 98.95% |
15.05.2024 | 0.32% | 3.38 CHF | 3.39 CHF | 250'000 | 250'000 | 244'845 | 244'845 | 798'277 CHF | 800'751 CHF | 97.91% | 97.91% |
14.05.2024 | 0.33% | 3.11 CHF | 3.12 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 767'174 CHF | 769'674 CHF | 97.90% | 97.90% |
13.05.2024 | 0.32% | 3.12 CHF | 3.13 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 778'635 CHF | 781'135 CHF | 100.00% | 100.00% |
10.05.2024 | 0.31% | 3.17 CHF | 3.18 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 809'385 CHF | 811'885 CHF | 98.59% | 98.59% |
08.05.2024 | 0.37% | 2.70 CHF | 2.71 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 682'159 CHF | 684'659 CHF | 99.97% | 99.97% |
07.05.2024 | 0.42% | 2.64 CHF | 2.65 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 593'461 CHF | 595'961 CHF | 99.75% | 99.75% |
06.05.2024 | 0.49% | 2.11 CHF | 2.12 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 507'555 CHF | 510'055 CHF | 99.89% | 99.89% |
03.05.2024 | 0.56% | 1.78 CHF | 1.79 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 445'085 CHF | 447'585 CHF | 96.92% | 96.92% |
02.05.2024 | 0.59% | 1.68 CHF | 1.69 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 424'680 CHF | 427'180 CHF | 99.27% | 99.27% |