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 | 0.75% | 1.32 CHF | 1.33 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 595'566 CHF | 200'022 CHF | 99.17% | 99.17% |
16.05.2024 | 0.75% | 1.34 CHF | 1.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 600'672 CHF | 201'724 CHF | 99.36% | 99.36% |
15.05.2024 | 0.75% | 1.34 CHF | 1.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 594'968 CHF | 199'823 CHF | 99.13% | 99.13% |
14.05.2024 | 0.77% | 1.31 CHF | 1.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 579'458 CHF | 194'653 CHF | 99.36% | 99.36% |
13.05.2024 | 0.77% | 1.26 CHF | 1.27 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 584'495 CHF | 196'332 CHF | 98.91% | 98.91% |
10.05.2024 | 0.80% | 1.28 CHF | 1.29 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 563'844 CHF | 189'448 CHF | 99.38% | 99.38% |
08.05.2024 | 0.85% | 1.19 CHF | 1.20 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 528'322 CHF | 177'607 CHF | 99.37% | 99.37% |
07.05.2024 | 0.82% | 1.23 CHF | 1.24 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 549'686 CHF | 184'729 CHF | 99.37% | 99.37% |
06.05.2024 | 0.86% | 1.18 CHF | 1.19 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 523'076 CHF | 175'859 CHF | 99.36% | 99.36% |
03.05.2024 | 0.87% | 1.14 CHF | 1.15 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 517'729 CHF | 174'076 CHF | 99.17% | 99.17% |