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 | 0.71% | 1.43 CHF | 1.44 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 211'615 CHF | 213'115 CHF | 99.26% | 99.26% |
15.05.2024 | 0.71% | 1.39 CHF | 1.40 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 210'137 CHF | 211'637 CHF | 99.39% | 99.39% |
14.05.2024 | 0.73% | 1.39 CHF | 1.40 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 205'233 CHF | 206'733 CHF | 99.18% | 99.18% |
13.05.2024 | 0.72% | 1.38 CHF | 1.39 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 207'502 CHF | 209'002 CHF | 99.38% | 99.38% |
10.05.2024 | 0.71% | 1.40 CHF | 1.41 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 209'229 CHF | 210'729 CHF | 99.38% | 99.38% |
08.05.2024 | 0.70% | 1.42 CHF | 1.43 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 213'599 CHF | 215'099 CHF | 99.38% | 99.38% |
07.05.2024 | 0.70% | 1.42 CHF | 1.43 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 215'036 CHF | 216'536 CHF | 99.24% | 99.24% |
06.05.2024 | 0.69% | 1.44 CHF | 1.45 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 215'572 CHF | 217'072 CHF | 99.20% | 99.20% |
03.05.2024 | 0.69% | 1.44 CHF | 1.45 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 216'251 CHF | 217'751 CHF | 99.39% | 99.39% |
02.05.2024 | 0.70% | 1.44 CHF | 1.45 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 213'278 CHF | 214'778 CHF | 99.39% | 99.39% |