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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.56% | 1.73 CHF | 1.74 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 798'050 CHF | 267'517 CHF | 99.05% | 99.05% |
16.05.2024 | 0.55% | 1.80 CHF | 1.81 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 823'205 CHF | 275'902 CHF | 99.27% | 99.27% |
15.05.2024 | 0.58% | 1.88 CHF | 1.89 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 781'069 CHF | 261'856 CHF | 99.11% | 99.11% |
14.05.2024 | 0.61% | 1.60 CHF | 1.61 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 735'986 CHF | 246'829 CHF | 99.27% | 99.27% |
13.05.2024 | 0.61% | 1.66 CHF | 1.67 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 741'443 CHF | 248'648 CHF | 98.75% | 98.75% |
10.05.2024 | 0.59% | 1.75 CHF | 1.76 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 765'235 CHF | 256'578 CHF | 99.27% | 99.27% |
08.05.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 737'740 CHF | 247'413 CHF | 99.27% | 99.27% |
07.05.2024 | 0.63% | 1.60 CHF | 1.61 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 716'889 CHF | 240'463 CHF | 99.27% | 99.27% |
06.05.2024 | 0.64% | 1.56 CHF | 1.57 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 700'204 CHF | 234'901 CHF | 99.27% | 99.27% |
03.05.2024 | 0.67% | 1.56 CHF | 1.57 CHF | 450'000 | 150'000 | 458'713 | 152'904 | 682'800 CHF | 229'129 CHF | 99.09% | 99.09% |