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 | 0.71% | 1.39 CHF | 1.40 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 629'461 CHF | 211'320 CHF | 99.20% | 99.20% |
15.05.2024 | 0.71% | 1.41 CHF | 1.42 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 632'731 CHF | 212'410 CHF | 99.16% | 99.16% |
14.05.2024 | 0.71% | 1.40 CHF | 1.41 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 630'344 CHF | 211'615 CHF | 99.22% | 99.22% |
13.05.2024 | 0.71% | 1.40 CHF | 1.41 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 635'209 CHF | 213'236 CHF | 98.31% | 98.31% |
10.05.2024 | 0.71% | 1.40 CHF | 1.41 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 629'661 CHF | 211'387 CHF | 99.23% | 99.23% |
08.05.2024 | 0.69% | 1.44 CHF | 1.45 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 646'817 CHF | 217'106 CHF | 99.19% | 99.19% |
07.05.2024 | 0.71% | 1.42 CHF | 1.43 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 628'348 CHF | 210'949 CHF | 99.22% | 99.22% |
06.05.2024 | 0.71% | 1.41 CHF | 1.42 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 634'430 CHF | 212'977 CHF | 96.27% | 96.27% |
03.05.2024 | 0.71% | 1.39 CHF | 1.40 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 628'314 CHF | 210'938 CHF | 99.19% | 99.19% |
02.05.2024 | 0.69% | 1.43 CHF | 1.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 647'947 CHF | 217'482 CHF | 99.20% | 99.20% |