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 | 0.54% | 1.86 CHF | 1.87 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 930'000 CHF | 187'000 CHF | 99.27% | 99.27% |
15.05.2024 | 0.54% | 1.86 CHF | 1.87 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 930'498 CHF | 187'100 CHF | 99.07% | 99.07% |
14.05.2024 | 0.53% | 1.87 CHF | 1.88 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 938'734 CHF | 188'747 CHF | 99.27% | 99.27% |
13.05.2024 | 0.53% | 1.89 CHF | 1.90 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 945'473 CHF | 190'095 CHF | 98.47% | 98.47% |
10.05.2024 | 0.53% | 1.89 CHF | 1.90 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 943'701 CHF | 189'740 CHF | 99.27% | 99.27% |
08.05.2024 | 0.52% | 1.90 CHF | 1.91 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 949'900 CHF | 190'980 CHF | 99.27% | 99.27% |
07.05.2024 | 0.53% | 1.89 CHF | 1.90 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 949'350 CHF | 190'870 CHF | 99.27% | 99.27% |
06.05.2024 | 0.52% | 1.90 CHF | 1.91 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 950'091 CHF | 191'018 CHF | 99.27% | 99.27% |
03.05.2024 | 0.52% | 1.90 CHF | 1.91 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 950'208 CHF | 191'042 CHF | 99.17% | 99.17% |
02.05.2024 | 0.52% | 1.92 CHF | 1.93 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 958'051 CHF | 192'610 CHF | 99.27% | 99.27% |