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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.05.2024 | 0.57% | 1.80 CHF | 1.81 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 523'044 CHF | 175'348 CHF | 99.27% | 99.27% |
21.05.2024 | 0.63% | 1.61 CHF | 1.62 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 473'273 CHF | 158'758 CHF | 96.59% | 96.59% |
17.05.2024 | 0.68% | 1.45 CHF | 1.46 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 441'686 CHF | 148'229 CHF | 99.34% | 99.34% |
16.05.2024 | 0.69% | 1.42 CHF | 1.43 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 432'421 CHF | 145'140 CHF | 99.30% | 99.30% |
15.05.2024 | 0.67% | 1.41 CHF | 1.42 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 444'646 CHF | 149'215 CHF | 99.33% | 99.33% |
14.05.2024 | 0.70% | 1.41 CHF | 1.42 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 426'109 CHF | 143'036 CHF | 98.94% | 98.94% |
13.05.2024 | 0.69% | 1.46 CHF | 1.47 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 430'316 CHF | 144'439 CHF | 98.47% | 98.47% |
10.05.2024 | 0.73% | 1.42 CHF | 1.43 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 408'728 CHF | 137'243 CHF | 99.36% | 99.36% |
08.05.2024 | 0.73% | 1.37 CHF | 1.38 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 410'622 CHF | 137'874 CHF | 99.31% | 99.31% |
07.05.2024 | 0.69% | 1.39 CHF | 1.40 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 436'273 CHF | 146'424 CHF | 99.36% | 99.36% |