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 | 0.72% | 1.38 CHF | 1.39 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 620'662 CHF | 208'387 CHF | 99.35% | 99.35% |
15.05.2024 | 0.75% | 1.35 CHF | 1.36 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 601'025 CHF | 201'842 CHF | 99.12% | 99.12% |
14.05.2024 | 0.78% | 1.30 CHF | 1.31 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 578'114 CHF | 194'205 CHF | 99.36% | 99.36% |
13.05.2024 | 0.80% | 1.26 CHF | 1.27 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 563'625 CHF | 189'375 CHF | 98.90% | 98.90% |
10.05.2024 | 0.76% | 1.30 CHF | 1.31 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 586'839 CHF | 197'113 CHF | 99.36% | 99.36% |
08.05.2024 | 0.81% | 1.24 CHF | 1.25 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 554'511 CHF | 186'337 CHF | 99.36% | 99.36% |
07.05.2024 | 0.80% | 1.24 CHF | 1.25 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 559'954 CHF | 188'151 CHF | 99.37% | 99.37% |
06.05.2024 | 0.81% | 1.23 CHF | 1.24 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 550'319 CHF | 184'940 CHF | 99.37% | 99.37% |
03.05.2024 | 0.86% | 1.19 CHF | 1.20 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 519'991 CHF | 174'830 CHF | 99.18% | 99.18% |
02.05.2024 | 0.98% | 1.02 CHF | 1.03 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 456'258 CHF | 153'586 CHF | 99.28% | 99.28% |