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 | 0.89% | 1.11 CHF | 1.12 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 253'142 CHF | 85'131 CHF | 98.49% | 98.49% |
15.05.2024 | 0.89% | 1.12 CHF | 1.13 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 251'920 CHF | 84'723 CHF | 98.31% | 98.31% |
14.05.2024 | 0.88% | 1.09 CHF | 1.10 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 255'221 CHF | 85'824 CHF | 99.35% | 99.35% |
13.05.2024 | 0.85% | 1.12 CHF | 1.13 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 262'577 CHF | 88'276 CHF | 98.93% | 98.93% |
10.05.2024 | 0.83% | 1.19 CHF | 1.20 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 271'400 CHF | 91'217 CHF | 99.23% | 99.23% |
08.05.2024 | 0.77% | 1.22 CHF | 1.23 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 290'470 CHF | 97'573 CHF | 98.60% | 98.60% |
07.05.2024 | 0.64% | 1.53 CHF | 1.54 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 350'771 CHF | 117'674 CHF | 94.71% | 94.71% |
06.05.2024 | 0.62% | 1.60 CHF | 1.61 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 363'159 CHF | 121'803 CHF | 99.37% | 99.37% |
03.05.2024 | 0.67% | 1.54 CHF | 1.55 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 337'392 CHF | 113'214 CHF | 99.27% | 99.27% |
02.05.2024 | 0.66% | 1.50 CHF | 1.51 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 337'369 CHF | 113'206 CHF | 99.36% | 99.36% |