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 | 0.67% | 1.44 CHF | 1.45 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 887'912 CHF | 297'971 CHF | 99.27% | 99.27% |
15.05.2024 | 0.71% | 1.44 CHF | 1.45 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 841'733 CHF | 282'578 CHF | 99.08% | 99.08% |
14.05.2024 | 0.77% | 1.34 CHF | 1.35 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 776'679 CHF | 260'893 CHF | 99.27% | 99.27% |
13.05.2024 | 0.76% | 1.29 CHF | 1.30 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 782'835 CHF | 262'945 CHF | 98.81% | 98.81% |
10.05.2024 | 0.74% | 1.35 CHF | 1.36 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 812'640 CHF | 272'880 CHF | 99.27% | 99.27% |
08.05.2024 | 0.77% | 1.29 CHF | 1.30 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 781'165 CHF | 262'388 CHF | 99.27% | 99.27% |
07.05.2024 | 0.78% | 1.30 CHF | 1.31 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 763'340 CHF | 256'447 CHF | 99.27% | 99.27% |
06.05.2024 | 0.84% | 1.21 CHF | 1.22 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 713'478 CHF | 239'826 CHF | 99.27% | 99.27% |
03.05.2024 | 0.87% | 1.16 CHF | 1.17 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 688'795 CHF | 231'598 CHF | 99.15% | 99.15% |
02.05.2024 | 0.91% | 1.08 CHF | 1.09 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 657'150 CHF | 221'050 CHF | 99.18% | 99.18% |