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 | 0.56% | 1.82 CHF | 1.83 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 269'208 CHF | 270'708 CHF | 99.27% | 99.27% |
15.05.2024 | 0.56% | 1.78 CHF | 1.79 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 267'592 CHF | 269'092 CHF | 99.39% | 99.39% |
14.05.2024 | 0.57% | 1.78 CHF | 1.79 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 262'675 CHF | 264'175 CHF | 99.18% | 99.18% |
13.05.2024 | 0.56% | 1.76 CHF | 1.77 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 265'000 CHF | 266'500 CHF | 99.39% | 99.39% |
10.05.2024 | 0.56% | 1.78 CHF | 1.79 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 266'649 CHF | 268'149 CHF | 99.38% | 99.38% |
08.05.2024 | 0.55% | 1.81 CHF | 1.82 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 270'906 CHF | 272'406 CHF | 99.38% | 99.38% |
07.05.2024 | 0.55% | 1.80 CHF | 1.81 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 272'470 CHF | 273'970 CHF | 99.23% | 99.23% |
06.05.2024 | 0.55% | 1.83 CHF | 1.84 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 272'801 CHF | 274'301 CHF | 99.21% | 99.21% |
03.05.2024 | 0.55% | 1.82 CHF | 1.83 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 273'411 CHF | 274'911 CHF | 99.39% | 99.39% |
02.05.2024 | 0.55% | 1.82 CHF | 1.83 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 270'586 CHF | 272'086 CHF | 99.39% | 99.39% |