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 | 0.57% | 1.71 CHF | 1.72 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 870'787 CHF | 175'157 CHF | 99.27% | 99.27% |
15.05.2024 | 0.59% | 1.71 CHF | 1.72 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 841'062 CHF | 169'212 CHF | 99.07% | 99.07% |
14.05.2024 | 0.62% | 1.63 CHF | 1.64 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 799'029 CHF | 160'806 CHF | 99.27% | 99.27% |
13.05.2024 | 0.62% | 1.60 CHF | 1.61 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 802'730 CHF | 161'546 CHF | 98.47% | 98.47% |
10.05.2024 | 0.61% | 1.64 CHF | 1.65 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 821'018 CHF | 165'204 CHF | 99.27% | 99.27% |
08.05.2024 | 0.62% | 1.59 CHF | 1.60 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 799'195 CHF | 160'839 CHF | 99.27% | 99.27% |
07.05.2024 | 0.63% | 1.60 CHF | 1.61 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 787'159 CHF | 158'432 CHF | 99.27% | 99.27% |
06.05.2024 | 0.66% | 1.52 CHF | 1.53 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 752'110 CHF | 151'422 CHF | 99.27% | 99.27% |
03.05.2024 | 0.68% | 1.48 CHF | 1.49 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 733'038 CHF | 147'608 CHF | 99.16% | 99.16% |
02.05.2024 | 0.70% | 1.40 CHF | 1.41 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 708'156 CHF | 142'631 CHF | 99.26% | 99.26% |