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 | 0.60% | 1.67 CHF | 1.68 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 745'372 CHF | 249'957 CHF | 99.31% | 99.31% |
15.05.2024 | 0.65% | 1.63 CHF | 1.64 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 691'137 CHF | 231'879 CHF | 98.23% | 98.23% |
14.05.2024 | 0.67% | 1.50 CHF | 1.51 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 665'341 CHF | 223'280 CHF | 97.69% | 97.69% |
13.05.2024 | 0.67% | 1.49 CHF | 1.50 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 669'830 CHF | 224'777 CHF | 96.46% | 96.46% |
10.05.2024 | 0.67% | 1.48 CHF | 1.49 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 665'968 CHF | 223'490 CHF | 96.19% | 96.19% |
08.05.2024 | 0.66% | 1.50 CHF | 1.51 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 676'746 CHF | 227'082 CHF | 97.16% | 97.16% |
07.05.2024 | 0.65% | 1.51 CHF | 1.52 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 687'530 CHF | 230'677 CHF | 97.67% | 97.67% |
06.05.2024 | 0.68% | 1.55 CHF | 1.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 664'659 CHF | 223'053 CHF | 97.86% | 97.86% |
03.05.2024 | 0.73% | 1.40 CHF | 1.41 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 618'266 CHF | 207'589 CHF | 94.41% | 94.41% |
02.05.2024 | 0.76% | 1.33 CHF | 1.34 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 782'055 CHF | 262'685 CHF | 98.11% | 98.11% |