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 |
---|---|---|---|---|---|---|---|---|---|---|---|
21.05.2024 | 0.64% | 1.58 CHF | 1.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 706'327 CHF | 236'942 CHF | 93.28% | 93.28% |
17.05.2024 | 0.61% | 1.64 CHF | 1.65 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 737'062 CHF | 247'187 CHF | 97.04% | 97.04% |
16.05.2024 | 0.60% | 1.65 CHF | 1.66 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 748'318 CHF | 250'939 CHF | 98.48% | 98.48% |
15.05.2024 | 0.58% | 1.69 CHF | 1.70 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 768'584 CHF | 257'695 CHF | 93.06% | 93.06% |
14.05.2024 | 0.57% | 1.73 CHF | 1.74 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 781'801 CHF | 262'100 CHF | 90.94% | 90.94% |
13.05.2024 | 0.60% | 1.70 CHF | 1.71 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 751'367 CHF | 251'956 CHF | 84.78% | 84.78% |
10.05.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 731'015 CHF | 245'172 CHF | 86.73% | 86.73% |
08.05.2024 | 0.63% | 1.61 CHF | 1.62 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 716'814 CHF | 240'438 CHF | 97.61% | 97.61% |
07.05.2024 | 0.59% | 1.72 CHF | 1.73 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 762'153 CHF | 255'551 CHF | 85.33% | 85.33% |
06.05.2024 | 0.59% | 1.69 CHF | 1.70 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 763'610 CHF | 256'037 CHF | 85.15% | 85.15% |