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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 978'710 CHF | 410'296 CHF | 97.56% | 97.56% |
14.05.2024 | 0.63% | 1.60 CHF | 1.61 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 956'088 CHF | 400'870 CHF | 98.72% | 98.72% |
13.05.2024 | 0.63% | 1.60 CHF | 1.61 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 951'624 CHF | 399'010 CHF | 89.10% | 89.10% |
10.05.2024 | 0.62% | 1.59 CHF | 1.60 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 961'280 CHF | 403'033 CHF | 97.16% | 97.16% |
08.05.2024 | 0.65% | 1.53 CHF | 1.54 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 918'148 CHF | 385'062 CHF | 93.57% | 93.57% |
07.05.2024 | 0.65% | 1.55 CHF | 1.56 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 920'843 CHF | 386'185 CHF | 94.99% | 94.99% |
06.05.2024 | 0.65% | 1.55 CHF | 1.56 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 926'795 CHF | 388'664 CHF | 94.91% | 94.91% |
03.05.2024 | 0.65% | 1.53 CHF | 1.54 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 923'093 CHF | 387'122 CHF | 94.56% | 94.56% |
02.05.2024 | 0.65% | 1.55 CHF | 1.56 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 927'103 CHF | 388'793 CHF | 95.16% | 95.16% |
30.04.2024 | 0.66% | 1.51 CHF | 1.52 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 911'160 CHF | 382'150 CHF | 93.99% | 93.99% |