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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.54% | 1.87 CHF | 1.88 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 831'848 CHF | 185'855 CHF | 97.37% | 97.37% |
16.05.2024 | 0.51% | 1.89 CHF | 1.90 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 876'310 CHF | 195'735 CHF | 93.08% | 93.08% |
15.05.2024 | 0.52% | 1.97 CHF | 1.98 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 857'087 CHF | 191'464 CHF | 98.32% | 98.32% |
14.05.2024 | 0.55% | 1.87 CHF | 1.88 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 816'483 CHF | 182'441 CHF | 99.36% | 99.36% |
13.05.2024 | 0.53% | 1.86 CHF | 1.87 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 850'733 CHF | 190'052 CHF | 98.93% | 98.93% |
10.05.2024 | 0.46% | 2.16 CHF | 2.17 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 970'273 CHF | 216'616 CHF | 99.36% | 99.36% |
08.05.2024 | 0.50% | 1.98 CHF | 1.99 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 901'241 CHF | 201'276 CHF | 99.35% | 99.35% |
07.05.2024 | 0.52% | 1.95 CHF | 1.96 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 864'718 CHF | 193'160 CHF | 94.66% | 94.66% |
06.05.2024 | 0.53% | 1.93 CHF | 1.94 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 849'777 CHF | 189'839 CHF | 99.36% | 99.36% |
03.05.2024 | 0.55% | 1.84 CHF | 1.85 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 814'445 CHF | 181'988 CHF | 99.33% | 99.33% |