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% | 1.57 CHF | 1.58 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 953'036 CHF | 319'679 CHF | 89.24% | 89.24% |
15.05.2024 | 0.64% | 1.61 CHF | 1.62 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 940'014 CHF | 315'338 CHF | 92.07% | 92.07% |
14.05.2024 | 0.67% | 1.50 CHF | 1.51 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 894'176 CHF | 300'059 CHF | 85.34% | 85.34% |
13.05.2024 | 0.68% | 1.46 CHF | 1.47 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 885'302 CHF | 297'101 CHF | 74.69% | 74.69% |
10.05.2024 | 0.69% | 1.44 CHF | 1.45 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 870'888 CHF | 292'296 CHF | 85.10% | 85.10% |
08.05.2024 | 0.70% | 1.42 CHF | 1.43 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 854'082 CHF | 286'694 CHF | 84.45% | 84.45% |
07.05.2024 | 0.70% | 1.43 CHF | 1.44 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 857'020 CHF | 287'673 CHF | 94.82% | 94.82% |
06.05.2024 | 0.68% | 1.47 CHF | 1.48 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 884'247 CHF | 296'749 CHF | 81.95% | 81.95% |
03.05.2024 | 0.68% | 1.48 CHF | 1.49 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 880'784 CHF | 295'595 CHF | 96.28% | 96.28% |
02.05.2024 | 0.68% | 1.46 CHF | 1.47 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 874'838 CHF | 293'613 CHF | 97.48% | 97.48% |