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 | 0.58% | 1.74 CHF | 1.75 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 389'911 CHF | 130'720 CHF | 99.09% | 99.09% |
15.05.2024 | 0.62% | 1.59 CHF | 1.60 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 363'537 CHF | 121'929 CHF | 98.87% | 98.87% |
14.05.2024 | 0.63% | 1.61 CHF | 1.62 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 354'472 CHF | 118'908 CHF | 99.14% | 99.14% |
13.05.2024 | 0.60% | 1.63 CHF | 1.64 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 372'760 CHF | 125'003 CHF | 94.43% | 94.43% |
10.05.2024 | 0.59% | 1.73 CHF | 1.74 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 382'726 CHF | 128'325 CHF | 98.08% | 98.08% |
08.05.2024 | 0.75% | 1.37 CHF | 1.38 CHF | 225'000 | 75'000 | 241'590 | 80'530 | 320'920 CHF | 107'779 CHF | 96.91% | 96.91% |
07.05.2024 | 0.90% | 1.19 CHF | 1.20 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 332'587 CHF | 111'862 CHF | 96.72% | 96.72% |
06.05.2024 | 0.98% | 1.08 CHF | 1.09 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 305'940 CHF | 102'980 CHF | 98.86% | 98.86% |
03.05.2024 | 1.02% | 0.91 CHF | 0.92 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 292'019 CHF | 98'340 CHF | 98.98% | 98.98% |
02.05.2024 | 0.93% | 1.03 CHF | 1.04 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 321'763 CHF | 108'254 CHF | 99.22% | 99.22% |