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% | 1.41 CHF | 1.42 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 704'403 CHF | 141'881 CHF | 99.27% | 99.27% |
15.05.2024 | 0.70% | 1.41 CHF | 1.42 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 711'053 CHF | 143'211 CHF | 99.07% | 99.07% |
14.05.2024 | 0.70% | 1.42 CHF | 1.43 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 711'692 CHF | 143'338 CHF | 99.27% | 99.27% |
13.05.2024 | 0.69% | 1.44 CHF | 1.45 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 721'941 CHF | 145'388 CHF | 98.47% | 98.47% |
10.05.2024 | 0.70% | 1.44 CHF | 1.45 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 713'167 CHF | 143'633 CHF | 99.27% | 99.27% |
08.05.2024 | 0.72% | 1.39 CHF | 1.40 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 692'369 CHF | 139'474 CHF | 99.27% | 99.27% |
07.05.2024 | 0.72% | 1.39 CHF | 1.40 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 691'950 CHF | 139'390 CHF | 99.27% | 99.27% |
06.05.2024 | 0.72% | 1.40 CHF | 1.41 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 696'501 CHF | 140'300 CHF | 99.27% | 99.27% |
03.05.2024 | 0.72% | 1.40 CHF | 1.41 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 696'675 CHF | 140'335 CHF | 99.17% | 99.17% |
02.05.2024 | 0.71% | 1.40 CHF | 1.41 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 704'252 CHF | 141'850 CHF | 99.27% | 99.27% |