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 | 0.57% | 1.77 CHF | 1.78 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 789'596 CHF | 264'699 CHF | 98.33% | 98.33% |
15.05.2024 | 0.57% | 1.72 CHF | 1.73 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 788'189 CHF | 264'230 CHF | 98.15% | 98.15% |
14.05.2024 | 0.55% | 1.81 CHF | 1.82 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 814'087 CHF | 272'862 CHF | 98.75% | 98.75% |
13.05.2024 | 0.54% | 1.86 CHF | 1.87 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 831'253 CHF | 278'584 CHF | 93.32% | 93.32% |
10.05.2024 | 0.54% | 1.84 CHF | 1.85 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 833'194 CHF | 279'231 CHF | 98.74% | 98.74% |
08.05.2024 | 0.50% | 1.98 CHF | 1.99 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 895'441 CHF | 299'980 CHF | 98.72% | 98.72% |
07.05.2024 | 0.50% | 1.99 CHF | 2.00 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 903'166 CHF | 302'555 CHF | 98.44% | 98.44% |
06.05.2024 | 0.49% | 2.06 CHF | 2.07 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 919'932 CHF | 308'144 CHF | 98.68% | 98.68% |
03.05.2024 | 0.49% | 2.05 CHF | 2.06 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 922'753 CHF | 309'084 CHF | 98.71% | 98.71% |
02.05.2024 | 0.48% | 2.06 CHF | 2.07 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 927'794 CHF | 310'765 CHF | 98.52% | 98.52% |