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 | 0.68% | 1.43 CHF | 1.44 CHF | 250'000 | 250'000 | 249'831 | 249'831 | 367'872 CHF | 370'372 CHF | 100.00% | 100.00% |
15.05.2024 | 0.65% | 1.56 CHF | 1.57 CHF | 250'000 | 250'000 | 249'531 | 249'531 | 385'005 CHF | 387'505 CHF | 99.80% | 99.80% |
14.05.2024 | 0.64% | 1.52 CHF | 1.53 CHF | 250'000 | 250'000 | 249'952 | 249'952 | 390'839 CHF | 393'339 CHF | 100.00% | 100.00% |
13.05.2024 | 0.61% | 1.58 CHF | 1.59 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 405'475 CHF | 407'975 CHF | 100.00% | 100.00% |
10.05.2024 | 0.62% | 1.61 CHF | 1.62 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 400'431 CHF | 402'931 CHF | 99.57% | 99.57% |
08.05.2024 | 0.60% | 1.68 CHF | 1.69 CHF | 250'000 | 250'000 | 249'938 | 249'938 | 417'497 CHF | 419'997 CHF | 99.29% | 99.29% |
07.05.2024 | 0.58% | 1.69 CHF | 1.70 CHF | 250'000 | 250'000 | 249'828 | 249'828 | 427'015 CHF | 429'515 CHF | 100.00% | 100.00% |
06.05.2024 | 0.58% | 1.67 CHF | 1.68 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 428'661 CHF | 431'161 CHF | 100.00% | 100.00% |
03.05.2024 | 0.54% | 1.78 CHF | 1.79 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 460'112 CHF | 462'612 CHF | 100.00% | 100.00% |
02.05.2024 | 0.52% | 1.88 CHF | 1.89 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 477'223 CHF | 479'723 CHF | 100.00% | 100.00% |