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 | 0.67% | 1.46 CHF | 1.47 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 887'734 CHF | 297'911 CHF | 98.72% | 98.72% |
15.05.2024 | 0.65% | 1.48 CHF | 1.49 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 926'531 CHF | 310'844 CHF | 98.69% | 98.69% |
14.05.2024 | 0.69% | 1.45 CHF | 1.46 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 868'353 CHF | 291'451 CHF | 98.80% | 98.80% |
13.05.2024 | 0.68% | 1.49 CHF | 1.50 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 882'939 CHF | 296'313 CHF | 93.42% | 93.42% |
10.05.2024 | 0.68% | 1.50 CHF | 1.51 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 878'505 CHF | 294'835 CHF | 98.78% | 98.78% |
08.05.2024 | 0.66% | 1.53 CHF | 1.54 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 910'896 CHF | 305'632 CHF | 98.72% | 98.72% |
07.05.2024 | 0.67% | 1.50 CHF | 1.51 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 888'563 CHF | 298'188 CHF | 98.72% | 98.72% |
06.05.2024 | 0.69% | 1.43 CHF | 1.44 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 864'966 CHF | 290'322 CHF | 98.81% | 98.81% |
03.05.2024 | 0.67% | 1.50 CHF | 1.51 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 893'585 CHF | 299'862 CHF | 98.73% | 98.73% |
02.05.2024 | 0.66% | 1.49 CHF | 1.50 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 909'816 CHF | 305'272 CHF | 98.78% | 98.78% |