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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.05.2024 | 0.56% | 1.78 CHF | 1.79 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 445'622 CHF | 179'249 CHF | 99.38% | 99.38% |
21.05.2024 | 0.61% | 1.65 CHF | 1.66 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 409'942 CHF | 164'977 CHF | 99.08% | 99.08% |
17.05.2024 | 0.62% | 1.61 CHF | 1.62 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 400'458 CHF | 161'183 CHF | 99.35% | 99.35% |
16.05.2024 | 0.59% | 1.67 CHF | 1.68 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 419'308 CHF | 168'723 CHF | 99.38% | 99.38% |
15.05.2024 | 0.61% | 1.65 CHF | 1.66 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 408'691 CHF | 164'476 CHF | 98.27% | 98.27% |
14.05.2024 | 0.61% | 1.62 CHF | 1.63 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 410'363 CHF | 165'145 CHF | 99.36% | 99.36% |
13.05.2024 | 0.82% | 1.21 CHF | 1.22 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 304'623 CHF | 122'849 CHF | 98.86% | 98.86% |
10.05.2024 | 0.85% | 1.17 CHF | 1.18 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 291'969 CHF | 117'788 CHF | 99.38% | 99.38% |
08.05.2024 | 0.86% | 1.14 CHF | 1.15 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 288'223 CHF | 116'289 CHF | 99.34% | 99.34% |
07.05.2024 | 0.90% | 1.16 CHF | 1.17 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 275'554 CHF | 111'222 CHF | 97.86% | 97.86% |