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 | 0.65% | 1.55 CHF | 1.56 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 459'003 CHF | 154'001 CHF | 99.31% | 99.31% |
15.05.2024 | 0.67% | 1.56 CHF | 1.57 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 446'524 CHF | 149'841 CHF | 99.33% | 99.33% |
14.05.2024 | 0.64% | 1.56 CHF | 1.57 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 464'367 CHF | 155'789 CHF | 98.94% | 98.94% |
13.05.2024 | 0.65% | 1.51 CHF | 1.52 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 459'091 CHF | 154'030 CHF | 98.49% | 98.49% |
10.05.2024 | 0.62% | 1.55 CHF | 1.56 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 481'181 CHF | 161'394 CHF | 99.36% | 99.36% |
08.05.2024 | 0.62% | 1.59 CHF | 1.60 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 479'521 CHF | 160'840 CHF | 99.31% | 99.31% |
07.05.2024 | 0.66% | 1.58 CHF | 1.59 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 454'239 CHF | 152'413 CHF | 99.36% | 99.36% |
06.05.2024 | 0.66% | 1.50 CHF | 1.51 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 449'949 CHF | 150'983 CHF | 99.36% | 99.36% |
03.05.2024 | 0.65% | 1.51 CHF | 1.52 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 457'600 CHF | 153'533 CHF | 99.30% | 99.30% |
02.05.2024 | 0.70% | 1.38 CHF | 1.39 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 427'724 CHF | 143'574 CHF | 98.89% | 98.89% |