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 | 0.76% | 1.29 CHF | 1.30 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 587'100 CHF | 197'200 CHF | 99.57% | 99.57% |
15.05.2024 | 0.81% | 1.24 CHF | 1.25 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 550'651 CHF | 185'050 CHF | 99.73% | 99.73% |
14.05.2024 | 0.81% | 1.19 CHF | 1.20 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 550'282 CHF | 184'927 CHF | 99.59% | 99.59% |
13.05.2024 | 0.78% | 1.26 CHF | 1.27 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 573'730 CHF | 192'743 CHF | 98.90% | 98.90% |
10.05.2024 | 0.77% | 1.31 CHF | 1.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 579'110 CHF | 194'537 CHF | 99.59% | 99.59% |
08.05.2024 | 0.81% | 1.23 CHF | 1.24 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 553'510 CHF | 186'003 CHF | 99.55% | 99.55% |
07.05.2024 | 0.80% | 1.26 CHF | 1.27 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 562'558 CHF | 189'019 CHF | 99.57% | 99.57% |
06.05.2024 | 0.83% | 1.23 CHF | 1.24 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 538'639 CHF | 181'046 CHF | 99.57% | 99.57% |
03.05.2024 | 0.89% | 1.16 CHF | 1.17 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 506'245 CHF | 170'248 CHF | 99.43% | 99.43% |
02.05.2024 | 0.91% | 1.07 CHF | 1.08 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 489'926 CHF | 164'809 CHF | 99.55% | 99.55% |