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 | 0.52% | 1.94 CHF | 1.95 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 570'456 CHF | 191'152 CHF | 98.81% | 98.81% |
15.05.2024 | 0.53% | 1.87 CHF | 1.88 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 564'456 CHF | 189'152 CHF | 98.69% | 98.69% |
14.05.2024 | 0.55% | 1.87 CHF | 1.88 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 545'167 CHF | 182'722 CHF | 98.82% | 98.82% |
13.05.2024 | 0.54% | 1.84 CHF | 1.85 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 555'040 CHF | 186'014 CHF | 93.15% | 93.15% |
10.05.2024 | 0.53% | 1.88 CHF | 1.89 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 562'259 CHF | 188'420 CHF | 98.64% | 98.64% |
08.05.2024 | 0.52% | 1.93 CHF | 1.94 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 579'760 CHF | 194'253 CHF | 98.30% | 98.30% |
07.05.2024 | 0.51% | 1.92 CHF | 1.93 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 585'230 CHF | 196'077 CHF | 98.44% | 98.44% |
06.05.2024 | 0.51% | 1.97 CHF | 1.98 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 588'032 CHF | 197'011 CHF | 98.45% | 98.45% |
03.05.2024 | 0.51% | 1.97 CHF | 1.98 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 590'390 CHF | 197'797 CHF | 98.74% | 98.74% |
02.05.2024 | 0.52% | 1.96 CHF | 1.97 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 578'573 CHF | 193'858 CHF | 98.76% | 98.76% |