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% | 1.39 CHF | 1.40 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 630'930 CHF | 211'810 CHF | 99.56% | 99.56% |
15.05.2024 | 0.75% | 1.34 CHF | 1.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 598'077 CHF | 200'859 CHF | 99.73% | 99.73% |
14.05.2024 | 0.75% | 1.30 CHF | 1.31 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 598'278 CHF | 200'926 CHF | 99.58% | 99.58% |
13.05.2024 | 0.72% | 1.36 CHF | 1.37 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 619'396 CHF | 207'965 CHF | 98.90% | 98.90% |
10.05.2024 | 0.72% | 1.41 CHF | 1.42 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 624'010 CHF | 209'503 CHF | 99.54% | 99.54% |
08.05.2024 | 0.75% | 1.33 CHF | 1.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 601'322 CHF | 201'941 CHF | 99.56% | 99.56% |
07.05.2024 | 0.73% | 1.36 CHF | 1.37 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 610'666 CHF | 205'055 CHF | 99.57% | 99.57% |
06.05.2024 | 0.76% | 1.34 CHF | 1.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 589'191 CHF | 197'897 CHF | 99.58% | 99.58% |
03.05.2024 | 0.80% | 1.28 CHF | 1.29 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 560'102 CHF | 188'201 CHF | 99.49% | 99.49% |
02.05.2024 | 0.82% | 1.20 CHF | 1.21 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 544'924 CHF | 183'141 CHF | 99.56% | 99.56% |