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 | 0.69% | 1.43 CHF | 1.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 649'353 CHF | 217'951 CHF | 98.45% | 98.45% |
15.05.2024 | 0.67% | 1.47 CHF | 1.48 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 669'680 CHF | 224'727 CHF | 93.07% | 93.07% |
14.05.2024 | 0.66% | 1.52 CHF | 1.53 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 682'999 CHF | 229'166 CHF | 90.95% | 90.95% |
13.05.2024 | 0.69% | 1.48 CHF | 1.49 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 652'973 CHF | 219'158 CHF | 84.76% | 84.76% |
10.05.2024 | 0.71% | 1.41 CHF | 1.42 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 632'668 CHF | 212'389 CHF | 86.72% | 86.72% |
08.05.2024 | 0.72% | 1.39 CHF | 1.40 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 618'641 CHF | 207'714 CHF | 97.60% | 97.60% |
07.05.2024 | 0.68% | 1.50 CHF | 1.51 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 663'671 CHF | 222'724 CHF | 85.33% | 85.33% |
06.05.2024 | 0.67% | 1.47 CHF | 1.48 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 665'587 CHF | 223'362 CHF | 85.18% | 85.18% |
03.05.2024 | 0.69% | 1.45 CHF | 1.46 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 651'129 CHF | 218'543 CHF | 92.08% | 92.08% |
02.05.2024 | 0.69% | 1.44 CHF | 1.45 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 649'311 CHF | 217'937 CHF | 91.77% | 91.77% |