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 | 0.71% | 1.41 CHF | 1.42 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 845'926 CHF | 354'969 CHF | 97.57% | 97.57% |
14.05.2024 | 0.73% | 1.38 CHF | 1.39 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 823'447 CHF | 345'603 CHF | 98.72% | 98.72% |
13.05.2024 | 0.73% | 1.37 CHF | 1.38 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 819'343 CHF | 343'893 CHF | 89.13% | 89.13% |
10.05.2024 | 0.72% | 1.37 CHF | 1.38 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 829'194 CHF | 347'998 CHF | 97.15% | 97.15% |
08.05.2024 | 0.76% | 1.31 CHF | 1.32 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 786'035 CHF | 330'015 CHF | 93.57% | 93.57% |
07.05.2024 | 0.76% | 1.32 CHF | 1.33 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 788'729 CHF | 331'137 CHF | 94.97% | 94.97% |
06.05.2024 | 0.75% | 1.33 CHF | 1.34 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 794'966 CHF | 333'736 CHF | 94.86% | 94.86% |
03.05.2024 | 0.76% | 1.31 CHF | 1.32 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 791'345 CHF | 332'227 CHF | 94.56% | 94.56% |
02.05.2024 | 0.75% | 1.33 CHF | 1.34 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 795'211 CHF | 333'838 CHF | 95.15% | 95.15% |
30.04.2024 | 0.77% | 1.29 CHF | 1.30 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 779'059 CHF | 327'108 CHF | 93.99% | 93.99% |