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 | 0.53% | 1.85 CHF | 1.86 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 280'797 CHF | 94'099 CHF | 98.49% | 98.49% |
15.05.2024 | 0.54% | 1.86 CHF | 1.87 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 279'642 CHF | 93'714 CHF | 98.31% | 98.31% |
14.05.2024 | 0.53% | 1.83 CHF | 1.84 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 282'357 CHF | 94'619 CHF | 99.35% | 99.35% |
13.05.2024 | 0.52% | 1.87 CHF | 1.88 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 289'359 CHF | 96'953 CHF | 98.93% | 98.93% |
10.05.2024 | 0.50% | 1.96 CHF | 1.97 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 297'488 CHF | 99'663 CHF | 99.22% | 99.22% |
08.05.2024 | 0.48% | 1.99 CHF | 2.00 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 314'544 CHF | 105'348 CHF | 98.60% | 98.60% |
07.05.2024 | 0.41% | 2.42 CHF | 2.43 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 368'256 CHF | 123'252 CHF | 94.70% | 94.70% |
06.05.2024 | 0.39% | 2.50 CHF | 2.51 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 379'403 CHF | 126'968 CHF | 99.36% | 99.36% |
03.05.2024 | 0.42% | 2.42 CHF | 2.43 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 356'043 CHF | 119'181 CHF | 99.27% | 99.27% |
02.05.2024 | 0.42% | 2.37 CHF | 2.38 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 356'008 CHF | 119'169 CHF | 99.36% | 99.36% |