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 | 0.76% | 1.29 CHF | 1.30 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 294'241 CHF | 296'491 CHF | 99.83% | 99.83% |
15.05.2024 | 0.73% | 1.36 CHF | 1.37 CHF | 225'000 | 225'000 | 223'625 | 223'626 | 303'598 CHF | 305'836 CHF | 100.00% | 100.00% |
14.05.2024 | 0.74% | 1.38 CHF | 1.39 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 301'330 CHF | 303'580 CHF | 99.79% | 99.79% |
13.05.2024 | 0.76% | 1.32 CHF | 1.33 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 295'478 CHF | 297'728 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 1.29 CHF | 1.30 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 280'976 CHF | 283'226 CHF | 100.00% | 100.00% |
08.05.2024 | 0.86% | 1.16 CHF | 1.17 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 260'903 CHF | 263'153 CHF | 100.00% | 100.00% |
07.05.2024 | 0.93% | 1.11 CHF | 1.12 CHF | 225'000 | 225'000 | 237'093 | 237'092 | 253'965 CHF | 256'334 CHF | 99.79% | 99.79% |
06.05.2024 | 0.97% | 1.00 CHF | 1.01 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 257'822 CHF | 260'322 CHF | 99.77% | 99.77% |
03.05.2024 | 0.96% | 1.00 CHF | 1.01 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 259'442 CHF | 261'942 CHF | 100.00% | 100.00% |
02.05.2024 | 0.93% | 1.06 CHF | 1.07 CHF | 250'000 | 250'000 | 247'573 | 247'573 | 266'132 CHF | 268'607 CHF | 100.00% | 100.00% |