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 | 0.62% | 1.57 CHF | 1.58 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 801'439 CHF | 241'932 CHF | 98.49% | 98.49% |
15.05.2024 | 0.60% | 1.68 CHF | 1.69 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 832'494 CHF | 251'248 CHF | 98.32% | 98.32% |
14.05.2024 | 0.61% | 1.69 CHF | 1.70 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 818'206 CHF | 246'962 CHF | 99.36% | 99.36% |
13.05.2024 | 0.62% | 1.61 CHF | 1.62 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 799'892 CHF | 241'468 CHF | 98.93% | 98.93% |
10.05.2024 | 0.66% | 1.56 CHF | 1.57 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 752'362 CHF | 227'209 CHF | 99.38% | 99.38% |
08.05.2024 | 0.72% | 1.38 CHF | 1.39 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 689'917 CHF | 208'475 CHF | 99.36% | 99.36% |
07.05.2024 | 0.80% | 1.31 CHF | 1.32 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 623'734 CHF | 188'620 CHF | 94.65% | 94.65% |
06.05.2024 | 0.85% | 1.13 CHF | 1.14 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 588'462 CHF | 178'039 CHF | 99.36% | 99.36% |
03.05.2024 | 0.84% | 1.12 CHF | 1.13 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 589'746 CHF | 178'424 CHF | 99.34% | 99.34% |
02.05.2024 | 0.81% | 1.21 CHF | 1.22 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 614'603 CHF | 185'881 CHF | 99.36% | 99.36% |