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 | 450'000 | 150'000 | 450'000 | 150'000 | 696'267 CHF | 233'589 CHF | 99.58% | 99.58% |
15.05.2024 | 0.68% | 1.48 CHF | 1.49 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 659'833 CHF | 221'444 CHF | 99.49% | 99.49% |
14.05.2024 | 0.68% | 1.43 CHF | 1.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 659'405 CHF | 221'302 CHF | 99.61% | 99.61% |
13.05.2024 | 0.66% | 1.50 CHF | 1.51 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 682'483 CHF | 228'994 CHF | 98.91% | 98.91% |
10.05.2024 | 0.65% | 1.55 CHF | 1.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 687'839 CHF | 230'780 CHF | 99.53% | 99.53% |
08.05.2024 | 0.68% | 1.47 CHF | 1.48 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 661'908 CHF | 222'136 CHF | 99.57% | 99.57% |
07.05.2024 | 0.67% | 1.50 CHF | 1.51 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 670'979 CHF | 225'160 CHF | 99.54% | 99.54% |
06.05.2024 | 0.69% | 1.47 CHF | 1.48 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 646'404 CHF | 216'968 CHF | 99.59% | 99.59% |
03.05.2024 | 0.73% | 1.40 CHF | 1.41 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 613'715 CHF | 206'072 CHF | 99.49% | 99.49% |
02.05.2024 | 0.75% | 1.31 CHF | 1.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 597'213 CHF | 200'571 CHF | 99.57% | 99.57% |