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 | 0.66% | 1.54 CHF | 1.55 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 681'097 CHF | 228'532 CHF | 97.37% | 97.37% |
16.05.2024 | 0.62% | 1.56 CHF | 1.57 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 721'049 CHF | 241'850 CHF | 93.08% | 93.08% |
15.05.2024 | 0.64% | 1.63 CHF | 1.64 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 703'428 CHF | 235'976 CHF | 98.33% | 98.33% |
14.05.2024 | 0.67% | 1.53 CHF | 1.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 667'347 CHF | 223'949 CHF | 99.36% | 99.36% |
13.05.2024 | 0.64% | 1.52 CHF | 1.53 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 697'716 CHF | 234'072 CHF | 98.50% | 98.50% |
10.05.2024 | 0.61% | 1.65 CHF | 1.66 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 740'773 CHF | 248'424 CHF | 99.36% | 99.36% |
08.05.2024 | 0.67% | 1.48 CHF | 1.49 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 672'668 CHF | 225'723 CHF | 99.35% | 99.35% |
07.05.2024 | 0.70% | 1.44 CHF | 1.45 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 637'219 CHF | 213'906 CHF | 94.62% | 94.62% |
06.05.2024 | 0.72% | 1.42 CHF | 1.43 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 623'313 CHF | 209'271 CHF | 99.37% | 99.37% |
03.05.2024 | 0.76% | 1.35 CHF | 1.36 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 591'851 CHF | 198'784 CHF | 99.35% | 99.35% |