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 | 0.84% | 1.17 CHF | 1.18 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 592'433 CHF | 119'487 CHF | 99.27% | 99.27% |
15.05.2024 | 0.86% | 1.16 CHF | 1.17 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 576'896 CHF | 116'379 CHF | 99.07% | 99.07% |
14.05.2024 | 0.87% | 1.14 CHF | 1.15 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 575'151 CHF | 116'030 CHF | 99.27% | 99.27% |
13.05.2024 | 0.86% | 1.16 CHF | 1.17 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 580'947 CHF | 117'189 CHF | 98.47% | 98.47% |
10.05.2024 | 0.84% | 1.18 CHF | 1.19 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 590'186 CHF | 119'037 CHF | 99.27% | 99.27% |
08.05.2024 | 0.82% | 1.22 CHF | 1.23 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 606'866 CHF | 122'373 CHF | 99.27% | 99.27% |
07.05.2024 | 0.82% | 1.22 CHF | 1.23 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 607'526 CHF | 122'505 CHF | 99.27% | 99.27% |
06.05.2024 | 0.81% | 1.22 CHF | 1.23 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 613'117 CHF | 123'623 CHF | 99.27% | 99.27% |
03.05.2024 | 0.80% | 1.24 CHF | 1.25 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 623'382 CHF | 125'676 CHF | 99.17% | 99.17% |
02.05.2024 | 0.79% | 1.27 CHF | 1.28 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 632'618 CHF | 127'524 CHF | 99.27% | 99.27% |