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 | 0.51% | 1.99 CHF | 2.00 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 887'599 CHF | 297'366 CHF | 97.37% | 97.37% |
16.05.2024 | 0.48% | 2.02 CHF | 2.03 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 930'104 CHF | 311'535 CHF | 93.07% | 93.07% |
15.05.2024 | 0.49% | 2.09 CHF | 2.10 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 910'955 CHF | 305'152 CHF | 98.32% | 98.32% |
14.05.2024 | 0.51% | 1.99 CHF | 2.00 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 872'515 CHF | 292'338 CHF | 99.36% | 99.36% |
13.05.2024 | 0.50% | 1.97 CHF | 1.98 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 904'203 CHF | 302'901 CHF | 98.50% | 98.50% |
10.05.2024 | 0.46% | 2.16 CHF | 2.17 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 970'273 CHF | 324'924 CHF | 99.36% | 99.36% |
08.05.2024 | 0.50% | 1.98 CHF | 1.99 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 901'240 CHF | 301'913 CHF | 99.35% | 99.35% |
07.05.2024 | 0.52% | 1.95 CHF | 1.96 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 864'722 CHF | 289'741 CHF | 94.62% | 94.62% |
06.05.2024 | 0.53% | 1.93 CHF | 1.94 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 849'778 CHF | 284'759 CHF | 99.37% | 99.37% |
03.05.2024 | 0.55% | 1.84 CHF | 1.85 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 814'695 CHF | 273'065 CHF | 99.33% | 99.33% |