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 | 0.67% | 1.53 CHF | 1.54 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 373'799 CHF | 150'520 CHF | 99.17% | 99.17% |
15.05.2024 | 0.65% | 1.52 CHF | 1.53 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 382'500 CHF | 154'000 CHF | 94.70% | 94.70% |
14.05.2024 | 0.67% | 1.53 CHF | 1.54 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 374'490 CHF | 150'796 CHF | 99.17% | 99.17% |
13.05.2024 | 0.67% | 1.50 CHF | 1.51 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 370'408 CHF | 149'163 CHF | 98.69% | 98.69% |
10.05.2024 | 0.69% | 1.47 CHF | 1.48 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 363'549 CHF | 146'420 CHF | 99.17% | 99.17% |
08.05.2024 | 0.69% | 1.46 CHF | 1.47 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 363'529 CHF | 146'412 CHF | 99.17% | 99.17% |
07.05.2024 | 0.68% | 1.45 CHF | 1.46 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 364'348 CHF | 146'739 CHF | 97.18% | 97.18% |
06.05.2024 | 0.69% | 1.46 CHF | 1.47 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 362'697 CHF | 146'079 CHF | 99.17% | 99.17% |
03.05.2024 | 0.69% | 1.46 CHF | 1.47 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 361'674 CHF | 145'669 CHF | 99.15% | 99.15% |
02.05.2024 | 0.65% | 1.53 CHF | 1.54 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 380'848 CHF | 153'339 CHF | 99.12% | 99.12% |