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 | 0.65% | 1.53 CHF | 1.54 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 762'841 CHF | 153'568 CHF | 99.27% | 99.27% |
15.05.2024 | 0.65% | 1.53 CHF | 1.54 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 769'504 CHF | 154'901 CHF | 99.07% | 99.07% |
14.05.2024 | 0.65% | 1.53 CHF | 1.54 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 770'978 CHF | 155'196 CHF | 99.27% | 99.27% |
13.05.2024 | 0.64% | 1.56 CHF | 1.57 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 780'427 CHF | 157'085 CHF | 98.47% | 98.47% |
10.05.2024 | 0.65% | 1.56 CHF | 1.57 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 772'370 CHF | 155'474 CHF | 99.27% | 99.27% |
08.05.2024 | 0.66% | 1.51 CHF | 1.52 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 751'690 CHF | 151'338 CHF | 99.27% | 99.27% |
07.05.2024 | 0.66% | 1.51 CHF | 1.52 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 750'067 CHF | 151'013 CHF | 99.27% | 99.27% |
06.05.2024 | 0.66% | 1.52 CHF | 1.53 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 755'614 CHF | 152'123 CHF | 99.27% | 99.27% |
03.05.2024 | 0.66% | 1.52 CHF | 1.53 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 755'489 CHF | 152'098 CHF | 99.17% | 99.17% |
02.05.2024 | 0.65% | 1.52 CHF | 1.53 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 762'863 CHF | 153'573 CHF | 99.27% | 99.27% |