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 | 0.63% | 1.53 CHF | 1.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 710'868 CHF | 238'456 CHF | 98.93% | 98.93% |
15.05.2024 | 0.64% | 1.60 CHF | 1.61 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 698'716 CHF | 234'405 CHF | 98.81% | 98.81% |
14.05.2024 | 0.66% | 1.52 CHF | 1.53 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 683'542 CHF | 229'347 CHF | 98.92% | 98.92% |
13.05.2024 | 0.65% | 1.52 CHF | 1.53 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 692'579 CHF | 232'360 CHF | 93.64% | 93.64% |
10.05.2024 | 0.63% | 1.58 CHF | 1.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 706'521 CHF | 237'007 CHF | 98.89% | 98.89% |
08.05.2024 | 0.71% | 1.41 CHF | 1.42 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 632'470 CHF | 212'323 CHF | 98.82% | 98.82% |
07.05.2024 | 0.72% | 1.43 CHF | 1.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 623'462 CHF | 209'321 CHF | 97.91% | 97.91% |
06.05.2024 | 0.99% | 1.03 CHF | 1.04 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 450'331 CHF | 151'610 CHF | 98.84% | 98.84% |
03.05.2024 | 1.01% | 0.96 CHF | 0.97 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 444'916 CHF | 149'805 CHF | 98.85% | 98.85% |
02.05.2024 | 0.98% | 0.96 CHF | 0.97 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 458'189 CHF | 154'230 CHF | 98.94% | 98.94% |