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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 0.73% | 1.40 CHF | 1.41 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 616'983 CHF | 207'161 CHF | 92.34% | 92.34% |
22.05.2024 | 0.70% | 1.41 CHF | 1.42 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 643'089 CHF | 215'863 CHF | 95.80% | 95.80% |
21.05.2024 | 0.71% | 1.41 CHF | 1.42 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 628'352 CHF | 210'951 CHF | 93.13% | 93.13% |
17.05.2024 | 0.74% | 1.38 CHF | 1.39 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 603'894 CHF | 202'798 CHF | 97.49% | 97.49% |
16.05.2024 | 0.80% | 1.29 CHF | 1.30 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 558'651 CHF | 187'717 CHF | 95.57% | 95.57% |
15.05.2024 | 0.83% | 1.23 CHF | 1.24 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 541'628 CHF | 182'043 CHF | 98.81% | 98.81% |
14.05.2024 | 0.99% | 1.03 CHF | 1.04 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 450'370 CHF | 151'623 CHF | 91.05% | 91.05% |
13.05.2024 | 1.04% | 0.93 CHF | 0.94 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 430'535 CHF | 145'012 CHF | 89.54% | 89.54% |
10.05.2024 | 1.03% | 0.95 CHF | 0.96 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 435'959 CHF | 146'820 CHF | 92.10% | 92.10% |
08.05.2024 | 1.01% | 0.98 CHF | 0.99 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 442'807 CHF | 149'102 CHF | 95.45% | 95.45% |