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 | 0.55% | 1.75 CHF | 1.76 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 811'936 CHF | 272'145 CHF | 98.92% | 98.92% |
15.05.2024 | 0.56% | 1.83 CHF | 1.84 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 799'405 CHF | 267'968 CHF | 98.81% | 98.81% |
14.05.2024 | 0.57% | 1.74 CHF | 1.75 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 784'426 CHF | 262'975 CHF | 98.90% | 98.90% |
13.05.2024 | 0.57% | 1.75 CHF | 1.76 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 792'660 CHF | 265'720 CHF | 93.58% | 93.58% |
10.05.2024 | 0.56% | 1.80 CHF | 1.81 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 806'781 CHF | 270'427 CHF | 98.89% | 98.89% |
08.05.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 732'568 CHF | 245'689 CHF | 98.82% | 98.82% |
07.05.2024 | 0.62% | 1.65 CHF | 1.66 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 723'507 CHF | 242'669 CHF | 97.91% | 97.91% |
06.05.2024 | 0.81% | 1.25 CHF | 1.26 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 550'199 CHF | 184'900 CHF | 98.84% | 98.84% |
03.05.2024 | 0.82% | 1.18 CHF | 1.19 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 544'558 CHF | 183'019 CHF | 98.85% | 98.85% |
02.05.2024 | 0.80% | 1.19 CHF | 1.20 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 558'237 CHF | 187'579 CHF | 98.94% | 98.94% |