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 | 0.80% | 1.25 CHF | 1.26 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 558'902 CHF | 187'801 CHF | 98.30% | 98.30% |
15.05.2024 | 0.80% | 1.21 CHF | 1.22 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 557'623 CHF | 187'374 CHF | 98.15% | 98.15% |
14.05.2024 | 0.77% | 1.30 CHF | 1.31 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 583'996 CHF | 196'165 CHF | 98.75% | 98.75% |
13.05.2024 | 0.75% | 1.34 CHF | 1.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 601'336 CHF | 201'945 CHF | 93.35% | 93.35% |
10.05.2024 | 0.74% | 1.33 CHF | 1.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 603'505 CHF | 202'668 CHF | 98.73% | 98.73% |
08.05.2024 | 0.67% | 1.47 CHF | 1.48 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 665'876 CHF | 223'459 CHF | 98.72% | 98.72% |
07.05.2024 | 0.67% | 1.48 CHF | 1.49 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 673'549 CHF | 226'016 CHF | 98.44% | 98.44% |
06.05.2024 | 0.65% | 1.55 CHF | 1.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 690'613 CHF | 231'704 CHF | 98.68% | 98.68% |
03.05.2024 | 0.65% | 1.54 CHF | 1.55 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 693'581 CHF | 232'694 CHF | 98.70% | 98.70% |
02.05.2024 | 0.64% | 1.55 CHF | 1.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 698'288 CHF | 234'263 CHF | 98.51% | 98.51% |