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 | 0.64% | 1.55 CHF | 1.56 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 777'607 CHF | 156'521 CHF | 99.27% | 99.27% |
15.05.2024 | 0.63% | 1.57 CHF | 1.58 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 787'605 CHF | 158'521 CHF | 99.07% | 99.07% |
14.05.2024 | 0.64% | 1.56 CHF | 1.57 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 779'962 CHF | 156'992 CHF | 99.27% | 99.27% |
13.05.2024 | 0.63% | 1.58 CHF | 1.59 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 789'280 CHF | 158'856 CHF | 98.47% | 98.47% |
10.05.2024 | 0.63% | 1.60 CHF | 1.61 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 795'831 CHF | 160'166 CHF | 99.27% | 99.27% |
08.05.2024 | 0.62% | 1.60 CHF | 1.61 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 800'878 CHF | 161'176 CHF | 99.27% | 99.27% |
07.05.2024 | 0.62% | 1.61 CHF | 1.62 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 806'594 CHF | 162'319 CHF | 99.27% | 99.27% |
06.05.2024 | 0.62% | 1.61 CHF | 1.62 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 802'614 CHF | 161'523 CHF | 99.27% | 99.27% |
03.05.2024 | 0.63% | 1.60 CHF | 1.61 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 791'401 CHF | 159'280 CHF | 99.16% | 99.16% |
02.05.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 814'951 CHF | 163'990 CHF | 99.27% | 99.27% |