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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.05.2024 | 0.65% | 1.63 CHF | 1.64 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 462'348 CHF | 155'116 CHF | 99.07% | 99.07% |
23.05.2024 | 0.63% | 1.54 CHF | 1.55 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 477'486 CHF | 160'162 CHF | 94.48% | 94.48% |
22.05.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 488'866 CHF | 163'955 CHF | 98.60% | 98.60% |
21.05.2024 | 0.64% | 1.59 CHF | 1.60 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 468'854 CHF | 157'285 CHF | 96.51% | 96.51% |
17.05.2024 | 0.65% | 1.57 CHF | 1.58 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 460'467 CHF | 154'489 CHF | 98.50% | 98.50% |
16.05.2024 | 0.68% | 1.48 CHF | 1.49 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 442'325 CHF | 148'442 CHF | 99.23% | 99.23% |
15.05.2024 | 0.73% | 1.35 CHF | 1.36 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 410'744 CHF | 137'915 CHF | 98.86% | 98.86% |
14.05.2024 | 0.75% | 1.36 CHF | 1.37 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 400'418 CHF | 134'473 CHF | 99.12% | 99.12% |
13.05.2024 | 0.71% | 1.39 CHF | 1.40 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 423'009 CHF | 142'003 CHF | 94.52% | 94.52% |
10.05.2024 | 0.69% | 1.47 CHF | 1.48 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 433'100 CHF | 145'367 CHF | 98.08% | 98.08% |