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 | 0.69% | 1.42 CHF | 1.43 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 287'158 CHF | 289'158 CHF | 99.53% | 99.53% |
15.05.2024 | 0.64% | 1.53 CHF | 1.54 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 312'885 CHF | 314'885 CHF | 99.51% | 99.51% |
14.05.2024 | 0.66% | 1.54 CHF | 1.55 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 302'814 CHF | 304'814 CHF | 99.40% | 99.40% |
13.05.2024 | 0.72% | 1.44 CHF | 1.45 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 278'750 CHF | 280'750 CHF | 99.53% | 99.53% |
10.05.2024 | 0.71% | 1.43 CHF | 1.44 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 282'368 CHF | 284'368 CHF | 98.20% | 98.20% |
08.05.2024 | 0.68% | 1.43 CHF | 1.44 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 294'302 CHF | 296'302 CHF | 97.52% | 97.52% |
07.05.2024 | 0.65% | 1.57 CHF | 1.58 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 305'276 CHF | 307'276 CHF | 97.83% | 97.83% |
06.05.2024 | 0.68% | 1.46 CHF | 1.47 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 294'915 CHF | 296'915 CHF | 99.19% | 99.19% |
03.05.2024 | 0.72% | 1.39 CHF | 1.40 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 276'502 CHF | 278'502 CHF | 99.43% | 99.43% |
02.05.2024 | 0.74% | 1.34 CHF | 1.35 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 269'629 CHF | 271'629 CHF | 99.49% | 99.49% |