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% | 1.71 CHF | 1.72 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 416'424 CHF | 167'570 CHF | 99.17% | 99.17% |
15.05.2024 | 0.59% | 1.67 CHF | 1.68 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 419'021 CHF | 168'608 CHF | 94.70% | 94.70% |
14.05.2024 | 0.60% | 1.65 CHF | 1.66 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 413'911 CHF | 166'564 CHF | 99.17% | 99.17% |
13.05.2024 | 0.60% | 1.65 CHF | 1.66 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 413'073 CHF | 166'229 CHF | 98.69% | 98.69% |
10.05.2024 | 0.61% | 1.66 CHF | 1.67 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 407'289 CHF | 163'915 CHF | 99.17% | 99.17% |
08.05.2024 | 0.66% | 1.54 CHF | 1.55 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 376'709 CHF | 151'683 CHF | 99.17% | 99.17% |
07.05.2024 | 0.65% | 1.49 CHF | 1.50 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 382'651 CHF | 154'060 CHF | 97.18% | 97.18% |
06.05.2024 | 0.69% | 1.48 CHF | 1.49 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 360'017 CHF | 145'007 CHF | 99.17% | 99.17% |
03.05.2024 | 0.71% | 1.40 CHF | 1.41 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 353'388 CHF | 142'355 CHF | 99.16% | 99.16% |
02.05.2024 | 0.71% | 1.40 CHF | 1.41 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 350'315 CHF | 141'126 CHF | 99.12% | 99.12% |