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 | 0.50% | 1.98 CHF | 1.99 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 896'751 CHF | 300'417 CHF | 98.48% | 98.48% |
15.05.2024 | 0.49% | 2.02 CHF | 2.03 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 916'549 CHF | 307'016 CHF | 93.07% | 93.07% |
14.05.2024 | 0.48% | 2.06 CHF | 2.07 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 929'758 CHF | 311'419 CHF | 90.91% | 90.91% |
13.05.2024 | 0.50% | 2.03 CHF | 2.04 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 899'337 CHF | 301'279 CHF | 84.76% | 84.76% |
10.05.2024 | 0.51% | 1.96 CHF | 1.97 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 878'678 CHF | 294'393 CHF | 86.74% | 86.74% |
08.05.2024 | 0.52% | 1.94 CHF | 1.95 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 864'142 CHF | 289'547 CHF | 97.63% | 97.63% |
07.05.2024 | 0.49% | 2.05 CHF | 2.06 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 909'683 CHF | 304'728 CHF | 85.32% | 85.32% |
06.05.2024 | 0.49% | 2.02 CHF | 2.03 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 910'741 CHF | 305'080 CHF | 85.17% | 85.17% |
03.05.2024 | 0.50% | 1.99 CHF | 2.00 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 896'129 CHF | 300'210 CHF | 92.08% | 92.08% |
02.05.2024 | 0.50% | 1.99 CHF | 2.00 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 894'610 CHF | 299'703 CHF | 91.77% | 91.77% |