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 | 1.55% | 0.63 CHF | 0.64 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 287'666 CHF | 97'389 CHF | 99.20% | 99.20% |
15.05.2024 | 1.54% | 0.65 CHF | 0.66 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 289'927 CHF | 98'142 CHF | 99.16% | 99.16% |
14.05.2024 | 1.55% | 0.64 CHF | 0.65 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 287'449 CHF | 97'316 CHF | 99.22% | 99.22% |
13.05.2024 | 1.53% | 0.64 CHF | 0.65 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 292'452 CHF | 98'984 CHF | 98.33% | 98.33% |
10.05.2024 | 1.56% | 0.63 CHF | 0.64 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 285'682 CHF | 96'727 CHF | 99.23% | 99.23% |
08.05.2024 | 1.47% | 0.68 CHF | 0.69 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 303'063 CHF | 102'521 CHF | 99.19% | 99.19% |
07.05.2024 | 1.57% | 0.66 CHF | 0.67 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 285'181 CHF | 96'560 CHF | 99.23% | 99.23% |
06.05.2024 | 1.53% | 0.65 CHF | 0.66 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 292'153 CHF | 98'884 CHF | 96.27% | 96.27% |
03.05.2024 | 1.56% | 0.63 CHF | 0.64 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 285'559 CHF | 96'686 CHF | 99.15% | 99.15% |
02.05.2024 | 1.47% | 0.66 CHF | 0.67 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 303'884 CHF | 102'795 CHF | 99.20% | 99.20% |