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 | 0.71% | 1.39 CHF | 1.40 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 838'712 CHF | 281'571 CHF | 98.74% | 98.74% |
15.05.2024 | 0.70% | 1.40 CHF | 1.41 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 853'557 CHF | 286'519 CHF | 98.72% | 98.72% |
14.05.2024 | 0.72% | 1.39 CHF | 1.40 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 829'860 CHF | 278'620 CHF | 98.80% | 98.80% |
13.05.2024 | 0.72% | 1.40 CHF | 1.41 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 834'767 CHF | 280'256 CHF | 93.49% | 93.49% |
10.05.2024 | 0.72% | 1.40 CHF | 1.41 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 832'662 CHF | 279'554 CHF | 98.78% | 98.78% |
08.05.2024 | 0.71% | 1.42 CHF | 1.43 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 845'466 CHF | 283'822 CHF | 98.69% | 98.69% |
07.05.2024 | 0.71% | 1.40 CHF | 1.41 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 836'615 CHF | 280'872 CHF | 98.72% | 98.72% |
06.05.2024 | 0.72% | 1.37 CHF | 1.38 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 826'145 CHF | 277'382 CHF | 98.80% | 98.80% |
03.05.2024 | 0.71% | 1.40 CHF | 1.41 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 837'698 CHF | 281'233 CHF | 98.74% | 98.74% |
02.05.2024 | 0.71% | 1.40 CHF | 1.41 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 844'740 CHF | 283'580 CHF | 98.77% | 98.77% |