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 | 0.53% | 1.81 CHF | 1.82 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 845'607 CHF | 283'369 CHF | 98.27% | 98.27% |
15.05.2024 | 0.48% | 2.10 CHF | 2.11 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 937'495 CHF | 313'998 CHF | 98.66% | 98.66% |
14.05.2024 | 0.48% | 2.05 CHF | 2.06 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 929'192 CHF | 311'231 CHF | 98.81% | 98.81% |
13.05.2024 | 0.47% | 2.12 CHF | 2.13 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 950'523 CHF | 318'341 CHF | 93.46% | 93.46% |
10.05.2024 | 0.48% | 2.11 CHF | 2.12 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 942'398 CHF | 315'633 CHF | 98.75% | 98.75% |
08.05.2024 | 0.51% | 1.95 CHF | 1.96 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 879'772 CHF | 294'757 CHF | 98.78% | 98.78% |
07.05.2024 | 0.54% | 1.93 CHF | 1.94 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 837'568 CHF | 280'689 CHF | 98.73% | 98.73% |
06.05.2024 | 0.53% | 1.89 CHF | 1.90 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 844'678 CHF | 283'059 CHF | 98.77% | 98.77% |
03.05.2024 | 0.55% | 1.84 CHF | 1.85 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 820'772 CHF | 275'091 CHF | 98.71% | 98.71% |
02.05.2024 | 0.56% | 1.80 CHF | 1.81 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 807'754 CHF | 270'751 CHF | 98.43% | 98.43% |