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 | 1.34% | 0.73 CHF | 0.74 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 443'566 CHF | 149'855 CHF | 98.74% | 98.74% |
15.05.2024 | 1.30% | 0.74 CHF | 0.75 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 458'874 CHF | 154'958 CHF | 98.71% | 98.71% |
14.05.2024 | 1.37% | 0.73 CHF | 0.74 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 435'444 CHF | 147'148 CHF | 98.80% | 98.80% |
13.05.2024 | 1.35% | 0.74 CHF | 0.75 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 441'092 CHF | 149'031 CHF | 93.46% | 93.46% |
10.05.2024 | 1.36% | 0.75 CHF | 0.76 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 439'278 CHF | 148'426 CHF | 98.79% | 98.79% |
08.05.2024 | 1.32% | 0.76 CHF | 0.77 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 452'381 CHF | 152'794 CHF | 98.71% | 98.71% |
07.05.2024 | 1.34% | 0.75 CHF | 0.76 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 443'512 CHF | 149'838 CHF | 98.72% | 98.72% |
06.05.2024 | 1.37% | 0.72 CHF | 0.73 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 433'857 CHF | 146'619 CHF | 98.78% | 98.78% |
03.05.2024 | 1.34% | 0.75 CHF | 0.76 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 445'199 CHF | 150'400 CHF | 98.73% | 98.73% |
02.05.2024 | 1.32% | 0.74 CHF | 0.75 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 451'959 CHF | 152'653 CHF | 98.77% | 98.77% |