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 | 0.89% | 1.11 CHF | 1.12 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 561'599 CHF | 113'320 CHF | 99.27% | 99.27% |
15.05.2024 | 0.88% | 1.13 CHF | 1.14 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 564'166 CHF | 113'833 CHF | 99.07% | 99.07% |
14.05.2024 | 0.86% | 1.13 CHF | 1.14 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 580'001 CHF | 117'000 CHF | 99.27% | 99.27% |
13.05.2024 | 0.82% | 1.20 CHF | 1.21 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 610'678 CHF | 123'136 CHF | 98.47% | 98.47% |
10.05.2024 | 0.82% | 1.22 CHF | 1.23 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 608'804 CHF | 122'761 CHF | 99.27% | 99.27% |
08.05.2024 | 0.82% | 1.23 CHF | 1.24 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 610'160 CHF | 123'032 CHF | 99.27% | 99.27% |
07.05.2024 | 0.80% | 1.23 CHF | 1.24 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 623'792 CHF | 125'758 CHF | 99.27% | 99.27% |
06.05.2024 | 0.79% | 1.25 CHF | 1.26 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 630'463 CHF | 127'093 CHF | 99.27% | 99.27% |
03.05.2024 | 0.77% | 1.30 CHF | 1.31 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 649'196 CHF | 130'839 CHF | 99.17% | 99.17% |
02.05.2024 | 0.76% | 1.28 CHF | 1.29 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 652'549 CHF | 131'510 CHF | 99.27% | 99.27% |