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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.62% | 1.61 CHF | 1.62 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 404'632 CHF | 162'853 CHF | 99.32% | 99.32% |
16.05.2024 | 0.61% | 1.65 CHF | 1.66 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 409'472 CHF | 164'789 CHF | 99.37% | 99.37% |
15.05.2024 | 0.55% | 1.80 CHF | 1.81 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 454'561 CHF | 182'824 CHF | 98.27% | 98.27% |
14.05.2024 | 0.53% | 1.87 CHF | 1.88 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 472'564 CHF | 190'025 CHF | 99.37% | 99.37% |
13.05.2024 | 0.55% | 1.80 CHF | 1.81 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 455'851 CHF | 183'340 CHF | 98.85% | 98.85% |
10.05.2024 | 0.54% | 1.85 CHF | 1.86 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 459'788 CHF | 184'915 CHF | 99.38% | 99.38% |
08.05.2024 | 0.52% | 1.92 CHF | 1.93 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 479'366 CHF | 192'746 CHF | 99.35% | 99.35% |
07.05.2024 | 0.51% | 1.93 CHF | 1.94 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 488'668 CHF | 196'467 CHF | 97.84% | 97.84% |
06.05.2024 | 0.50% | 1.98 CHF | 1.99 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 497'362 CHF | 199'945 CHF | 99.38% | 99.38% |
03.05.2024 | 0.49% | 2.02 CHF | 2.03 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 511'375 CHF | 205'550 CHF | 99.36% | 99.36% |