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 | 0.74% | 1.22 CHF | 1.23 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 811'684 CHF | 272'561 CHF | 98.77% | 98.77% |
15.05.2024 | 0.81% | 1.30 CHF | 1.31 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 742'421 CHF | 249'474 CHF | 98.20% | 98.20% |
14.05.2024 | 0.88% | 1.22 CHF | 1.23 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 677'859 CHF | 227'953 CHF | 97.92% | 97.92% |
13.05.2024 | 0.82% | 1.19 CHF | 1.20 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 731'576 CHF | 245'859 CHF | 98.98% | 98.98% |
10.05.2024 | 0.76% | 1.22 CHF | 1.23 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 791'839 CHF | 265'946 CHF | 95.24% | 95.24% |
08.05.2024 | 0.75% | 1.33 CHF | 1.34 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 792'029 CHF | 266'010 CHF | 98.28% | 98.28% |
07.05.2024 | 0.67% | 1.43 CHF | 1.44 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 890'655 CHF | 298'885 CHF | 98.88% | 98.88% |
06.05.2024 | 0.65% | 1.51 CHF | 1.52 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 914'146 CHF | 306'715 CHF | 98.43% | 98.43% |
03.05.2024 | 0.69% | 1.41 CHF | 1.42 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 872'385 CHF | 292'795 CHF | 96.36% | 96.36% |
02.05.2024 | 0.72% | 1.46 CHF | 1.47 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 834'300 CHF | 280'100 CHF | 98.54% | 98.54% |