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 | 0.57% | 1.74 CHF | 1.75 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'057'950 CHF | 354'651 CHF | 89.27% | 89.27% |
15.05.2024 | 0.57% | 1.78 CHF | 1.79 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'045'050 CHF | 350'351 CHF | 92.06% | 92.06% |
14.05.2024 | 0.60% | 1.68 CHF | 1.69 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 998'977 CHF | 334'992 CHF | 85.32% | 85.32% |
13.05.2024 | 0.60% | 1.64 CHF | 1.65 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 989'539 CHF | 331'846 CHF | 74.69% | 74.69% |
10.05.2024 | 0.61% | 1.62 CHF | 1.63 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 975'785 CHF | 327'262 CHF | 85.10% | 85.10% |
08.05.2024 | 0.62% | 1.59 CHF | 1.60 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 958'565 CHF | 321'522 CHF | 84.46% | 84.46% |
07.05.2024 | 0.62% | 1.61 CHF | 1.62 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 961'398 CHF | 322'466 CHF | 94.82% | 94.82% |
06.05.2024 | 0.61% | 1.64 CHF | 1.65 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 988'362 CHF | 331'454 CHF | 82.00% | 82.00% |
03.05.2024 | 0.61% | 1.65 CHF | 1.66 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 984'725 CHF | 330'242 CHF | 96.29% | 96.29% |
02.05.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 978'429 CHF | 328'143 CHF | 97.47% | 97.47% |