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% | 1.73 CHF | 1.74 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 261'664 CHF | 87'721 CHF | 98.49% | 98.49% |
15.05.2024 | 0.57% | 1.74 CHF | 1.75 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 260'377 CHF | 87'292 CHF | 98.31% | 98.31% |
14.05.2024 | 0.57% | 1.70 CHF | 1.71 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 263'209 CHF | 88'237 CHF | 99.36% | 99.36% |
13.05.2024 | 0.55% | 1.74 CHF | 1.75 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 270'325 CHF | 90'608 CHF | 98.93% | 98.93% |
10.05.2024 | 0.54% | 1.83 CHF | 1.84 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 278'718 CHF | 93'406 CHF | 99.23% | 99.23% |
08.05.2024 | 0.51% | 1.87 CHF | 1.88 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 296'199 CHF | 99'233 CHF | 98.60% | 98.60% |
07.05.2024 | 0.43% | 2.30 CHF | 2.31 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 351'689 CHF | 117'730 CHF | 94.69% | 94.69% |
06.05.2024 | 0.41% | 2.40 CHF | 2.41 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 363'103 CHF | 121'534 CHF | 99.37% | 99.37% |
03.05.2024 | 0.44% | 2.31 CHF | 2.32 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 338'959 CHF | 113'486 CHF | 99.27% | 99.27% |
02.05.2024 | 0.44% | 2.26 CHF | 2.27 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 338'897 CHF | 113'466 CHF | 99.36% | 99.36% |