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 | 0.71% | 1.40 CHF | 1.41 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 704'220 CHF | 141'844 CHF | 99.27% | 99.27% |
15.05.2024 | 0.70% | 1.42 CHF | 1.43 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 713'769 CHF | 143'754 CHF | 99.07% | 99.07% |
14.05.2024 | 0.70% | 1.41 CHF | 1.42 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 707'056 CHF | 142'411 CHF | 99.27% | 99.27% |
13.05.2024 | 0.70% | 1.43 CHF | 1.44 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 716'508 CHF | 144'302 CHF | 98.47% | 98.47% |
10.05.2024 | 0.69% | 1.45 CHF | 1.46 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 722'531 CHF | 145'506 CHF | 99.27% | 99.27% |
08.05.2024 | 0.68% | 1.46 CHF | 1.47 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 729'377 CHF | 146'875 CHF | 99.27% | 99.27% |
07.05.2024 | 0.68% | 1.46 CHF | 1.47 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 734'123 CHF | 147'825 CHF | 99.27% | 99.27% |
06.05.2024 | 0.68% | 1.47 CHF | 1.48 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 729'684 CHF | 146'937 CHF | 99.27% | 99.27% |
03.05.2024 | 0.69% | 1.46 CHF | 1.47 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 718'091 CHF | 144'618 CHF | 99.17% | 99.17% |
02.05.2024 | 0.67% | 1.49 CHF | 1.50 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 742'749 CHF | 149'550 CHF | 99.27% | 99.27% |