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 | 0.54% | 1.88 CHF | 1.89 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 230'811 CHF | 232'061 CHF | 99.08% | 99.08% |
15.05.2024 | 0.52% | 1.85 CHF | 1.86 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 241'085 CHF | 242'335 CHF | 97.70% | 97.70% |
14.05.2024 | 0.54% | 1.96 CHF | 1.97 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 228'984 CHF | 230'234 CHF | 98.90% | 98.90% |
13.05.2024 | 0.57% | 1.83 CHF | 1.84 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 220'433 CHF | 221'683 CHF | 99.18% | 99.18% |
10.05.2024 | 0.55% | 1.73 CHF | 1.74 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 227'541 CHF | 228'791 CHF | 93.12% | 93.12% |
08.05.2024 | 0.53% | 1.87 CHF | 1.88 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 235'052 CHF | 236'302 CHF | 99.14% | 99.14% |
07.05.2024 | 0.49% | 2.00 CHF | 2.01 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 253'789 CHF | 255'039 CHF | 98.94% | 98.94% |
06.05.2024 | 0.48% | 2.05 CHF | 2.06 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 257'661 CHF | 258'911 CHF | 98.98% | 98.98% |
03.05.2024 | 0.50% | 1.96 CHF | 1.97 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 249'822 CHF | 251'072 CHF | 98.98% | 98.98% |
02.05.2024 | 0.48% | 1.99 CHF | 2.00 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 257'439 CHF | 258'689 CHF | 98.81% | 98.81% |