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 | 0.62% | 1.54 CHF | 1.55 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 725'164 CHF | 243'221 CHF | 98.24% | 98.24% |
15.05.2024 | 0.55% | 1.83 CHF | 1.84 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 817'227 CHF | 273'909 CHF | 98.66% | 98.66% |
14.05.2024 | 0.55% | 1.79 CHF | 1.80 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 809'071 CHF | 271'190 CHF | 98.79% | 98.79% |
13.05.2024 | 0.54% | 1.85 CHF | 1.86 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 830'928 CHF | 278'476 CHF | 93.52% | 93.52% |
10.05.2024 | 0.55% | 1.84 CHF | 1.85 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 822'492 CHF | 275'664 CHF | 98.74% | 98.74% |
08.05.2024 | 0.59% | 1.68 CHF | 1.69 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 760'134 CHF | 254'878 CHF | 98.77% | 98.77% |
07.05.2024 | 0.63% | 1.66 CHF | 1.67 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 718'037 CHF | 240'846 CHF | 98.74% | 98.74% |
06.05.2024 | 0.62% | 1.62 CHF | 1.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 725'241 CHF | 243'247 CHF | 98.79% | 98.79% |
03.05.2024 | 0.64% | 1.58 CHF | 1.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 701'420 CHF | 235'307 CHF | 98.73% | 98.73% |
02.05.2024 | 0.65% | 1.54 CHF | 1.55 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 688'211 CHF | 230'904 CHF | 98.42% | 98.42% |