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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.05.2024 | 0.75% | 1.33 CHF | 1.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 601'714 CHF | 202'071 CHF | 99.56% | 99.56% |
21.05.2024 | 0.75% | 1.31 CHF | 1.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 597'974 CHF | 200'825 CHF | 96.98% | 96.98% |
17.05.2024 | 0.77% | 1.32 CHF | 1.33 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 578'742 CHF | 194'414 CHF | 99.59% | 99.59% |
16.05.2024 | 0.74% | 1.34 CHF | 1.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 607'113 CHF | 203'871 CHF | 99.57% | 99.57% |
15.05.2024 | 0.78% | 1.29 CHF | 1.30 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 572'213 CHF | 192'238 CHF | 99.43% | 99.43% |
14.05.2024 | 0.78% | 1.24 CHF | 1.25 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 572'200 CHF | 192'233 CHF | 99.60% | 99.60% |
13.05.2024 | 0.75% | 1.31 CHF | 1.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 594'656 CHF | 199'719 CHF | 98.90% | 98.90% |
10.05.2024 | 0.75% | 1.35 CHF | 1.36 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 599'423 CHF | 201'308 CHF | 99.53% | 99.53% |
08.05.2024 | 0.78% | 1.27 CHF | 1.28 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 575'202 CHF | 193'234 CHF | 99.59% | 99.59% |
07.05.2024 | 0.77% | 1.30 CHF | 1.31 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 584'171 CHF | 196'224 CHF | 99.57% | 99.57% |