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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29.05.2024 | 0.54% | 1.89 CHF | 1.90 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 837'532 CHF | 280'677 CHF | 97.01% | 97.01% |
28.05.2024 | 0.55% | 1.81 CHF | 1.82 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 810'032 CHF | 271'511 CHF | 97.70% | 97.70% |
27.05.2024 | 0.54% | 1.82 CHF | 1.83 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 827'267 CHF | 277'256 CHF | 95.93% | 95.93% |
24.05.2024 | 0.53% | 1.90 CHF | 1.91 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 852'372 CHF | 285'624 CHF | 98.15% | 98.15% |
23.05.2024 | 0.53% | 1.86 CHF | 1.87 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 840'365 CHF | 281'622 CHF | 95.19% | 95.19% |
22.05.2024 | 0.53% | 1.85 CHF | 1.86 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 841'669 CHF | 282'056 CHF | 98.47% | 98.47% |
21.05.2024 | 0.53% | 1.86 CHF | 1.87 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 840'644 CHF | 281'715 CHF | 95.50% | 95.50% |
17.05.2024 | 0.55% | 1.83 CHF | 1.84 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 823'432 CHF | 275'978 CHF | 97.51% | 97.51% |
16.05.2024 | 0.57% | 1.77 CHF | 1.78 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 789'596 CHF | 264'699 CHF | 98.33% | 98.33% |
15.05.2024 | 0.57% | 1.72 CHF | 1.73 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 788'189 CHF | 264'230 CHF | 98.15% | 98.15% |