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 | 0.64% | 1.54 CHF | 1.55 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 466'618 CHF | 156'539 CHF | 98.47% | 98.47% |
15.05.2024 | 0.67% | 1.52 CHF | 1.53 CHF | 300'000 | 100'000 | 314'357 | 104'786 | 467'529 CHF | 156'891 CHF | 98.33% | 98.33% |
14.05.2024 | 0.68% | 1.50 CHF | 1.51 CHF | 450'000 | 150'000 | 438'429 | 146'143 | 642'096 CHF | 215'493 CHF | 99.36% | 99.36% |
13.05.2024 | 0.68% | 1.46 CHF | 1.47 CHF | 450'000 | 150'000 | 445'655 | 148'552 | 651'545 CHF | 218'667 CHF | 98.93% | 98.93% |
10.05.2024 | 0.68% | 1.45 CHF | 1.46 CHF | 450'000 | 150'000 | 426'299 | 142'100 | 627'131 CHF | 210'465 CHF | 99.38% | 99.38% |
08.05.2024 | 0.70% | 1.45 CHF | 1.46 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 644'486 CHF | 216'329 CHF | 99.37% | 99.37% |
07.05.2024 | 0.72% | 1.41 CHF | 1.42 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 618'899 CHF | 207'800 CHF | 94.65% | 94.65% |
06.05.2024 | 0.73% | 1.37 CHF | 1.38 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 615'102 CHF | 206'534 CHF | 99.36% | 99.36% |
03.05.2024 | 0.76% | 1.33 CHF | 1.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 587'000 CHF | 197'167 CHF | 99.35% | 99.35% |
02.05.2024 | 0.79% | 1.27 CHF | 1.28 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 567'129 CHF | 190'543 CHF | 99.36% | 99.36% |