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 | - | 1.72 CHF | 1.64 CHF | 300'000 | 100'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.90% |
15.05.2024 | 0.63% | 1.62 CHF | 1.63 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 476'320 CHF | 159'773 CHF | 99.50% | 99.50% |
14.05.2024 | 0.65% | 1.56 CHF | 1.57 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 460'261 CHF | 154'420 CHF | 99.18% | 99.18% |
13.05.2024 | 0.70% | 1.44 CHF | 1.45 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 424'811 CHF | 142'604 CHF | 98.97% | 98.97% |
10.05.2024 | 0.65% | 1.50 CHF | 1.51 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 460'536 CHF | 154'512 CHF | 99.22% | 99.22% |
08.05.2024 | 0.63% | 1.57 CHF | 1.58 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 475'179 CHF | 159'393 CHF | 99.44% | 99.44% |
07.05.2024 | 0.65% | 1.61 CHF | 1.62 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 459'078 CHF | 154'026 CHF | 99.44% | 99.44% |
06.05.2024 | 0.67% | 1.47 CHF | 1.48 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 444'849 CHF | 149'283 CHF | 99.37% | 99.37% |
03.05.2024 | 0.68% | 1.39 CHF | 1.40 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 441'543 CHF | 148'181 CHF | 99.45% | 99.45% |
02.05.2024 | 0.70% | 1.43 CHF | 1.44 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 428'319 CHF | 143'773 CHF | 98.87% | 98.87% |