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 | 0.69% | 1.43 CHF | 1.44 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 217'395 CHF | 72'965 CHF | 98.49% | 98.49% |
15.05.2024 | 0.69% | 1.44 CHF | 1.45 CHF | 150'000 | 50'000 | 150'122 | 50'041 | 216'527 CHF | 72'676 CHF | 98.31% | 98.31% |
14.05.2024 | 0.68% | 1.41 CHF | 1.42 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 218'868 CHF | 73'456 CHF | 99.36% | 99.36% |
13.05.2024 | 0.66% | 1.45 CHF | 1.46 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 225'214 CHF | 75'571 CHF | 98.93% | 98.93% |
10.05.2024 | 0.64% | 1.53 CHF | 1.54 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 232'651 CHF | 78'050 CHF | 99.22% | 99.22% |
08.05.2024 | 0.60% | 1.56 CHF | 1.57 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 248'433 CHF | 83'311 CHF | 98.60% | 98.60% |
07.05.2024 | 0.50% | 1.95 CHF | 1.96 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 298'221 CHF | 99'907 CHF | 94.69% | 94.69% |
06.05.2024 | 0.49% | 2.03 CHF | 2.04 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 308'519 CHF | 103'340 CHF | 99.36% | 99.36% |
03.05.2024 | 0.52% | 1.96 CHF | 1.97 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 287'225 CHF | 96'242 CHF | 99.27% | 99.27% |
02.05.2024 | 0.52% | 1.92 CHF | 1.93 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 287'360 CHF | 96'287 CHF | 99.36% | 99.36% |