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 | 0.63% | 1.59 CHF | 1.60 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 235'943 CHF | 237'443 CHF | 99.26% | 99.26% |
15.05.2024 | 0.64% | 1.56 CHF | 1.57 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 234'448 CHF | 235'948 CHF | 99.38% | 99.38% |
14.05.2024 | 0.65% | 1.56 CHF | 1.57 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 229'482 CHF | 230'982 CHF | 99.17% | 99.17% |
13.05.2024 | 0.64% | 1.54 CHF | 1.55 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 231'864 CHF | 233'364 CHF | 99.38% | 99.38% |
10.05.2024 | 0.64% | 1.56 CHF | 1.57 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 233'500 CHF | 235'000 CHF | 99.39% | 99.39% |
08.05.2024 | 0.63% | 1.59 CHF | 1.60 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 237'782 CHF | 239'282 CHF | 99.38% | 99.38% |
07.05.2024 | 0.62% | 1.58 CHF | 1.59 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 239'336 CHF | 240'836 CHF | 99.24% | 99.24% |
06.05.2024 | 0.62% | 1.61 CHF | 1.62 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 239'739 CHF | 241'239 CHF | 99.22% | 99.22% |
03.05.2024 | 0.62% | 1.60 CHF | 1.61 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 240'367 CHF | 241'867 CHF | 99.38% | 99.38% |
02.05.2024 | 0.63% | 1.60 CHF | 1.61 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 237'480 CHF | 238'980 CHF | 99.39% | 99.39% |