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 | 0.64% | 1.55 CHF | 1.56 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 773'335 CHF | 155'667 CHF | 99.27% | 99.27% |
15.05.2024 | 0.64% | 1.55 CHF | 1.56 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 774'717 CHF | 155'943 CHF | 99.07% | 99.07% |
14.05.2024 | 0.64% | 1.56 CHF | 1.57 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 783'769 CHF | 157'754 CHF | 99.27% | 99.27% |
13.05.2024 | 0.63% | 1.58 CHF | 1.59 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 793'139 CHF | 159'628 CHF | 98.47% | 98.47% |
10.05.2024 | 0.63% | 1.58 CHF | 1.59 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 790'788 CHF | 159'158 CHF | 99.27% | 99.27% |
08.05.2024 | 0.62% | 1.59 CHF | 1.60 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 797'794 CHF | 160'559 CHF | 99.27% | 99.27% |
07.05.2024 | 0.63% | 1.59 CHF | 1.60 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 795'000 CHF | 160'000 CHF | 99.27% | 99.27% |
06.05.2024 | 0.63% | 1.59 CHF | 1.60 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 797'254 CHF | 160'451 CHF | 99.27% | 99.27% |
03.05.2024 | 0.62% | 1.60 CHF | 1.61 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 797'537 CHF | 160'507 CHF | 99.17% | 99.17% |
02.05.2024 | 0.62% | 1.61 CHF | 1.62 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 804'895 CHF | 161'979 CHF | 99.27% | 99.27% |