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 | 0.72% | 1.39 CHF | 1.40 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 621'041 CHF | 208'514 CHF | 47.57% | 99.17% |
15.05.2024 | 0.74% | 1.37 CHF | 1.38 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 604'927 CHF | 203'142 CHF | 99.57% | 99.57% |
14.05.2024 | 0.77% | 1.35 CHF | 1.36 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 584'867 CHF | 196'456 CHF | 99.63% | 99.63% |
13.05.2024 | 0.76% | 1.31 CHF | 1.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 588'312 CHF | 197'604 CHF | 99.07% | 99.07% |
10.05.2024 | 0.76% | 1.30 CHF | 1.31 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 591'024 CHF | 198'508 CHF | 99.01% | 99.01% |
08.05.2024 | 0.82% | 1.21 CHF | 1.22 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 543'413 CHF | 182'638 CHF | 99.54% | 99.54% |
07.05.2024 | 0.82% | 1.23 CHF | 1.24 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 546'585 CHF | 183'695 CHF | 99.58% | 99.58% |
06.05.2024 | 0.84% | 1.19 CHF | 1.20 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 531'571 CHF | 178'690 CHF | 99.53% | 99.53% |
03.05.2024 | 0.88% | 1.16 CHF | 1.17 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 507'188 CHF | 170'563 CHF | 99.49% | 99.49% |
02.05.2024 | 0.90% | 1.11 CHF | 1.12 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 497'169 CHF | 167'223 CHF | 99.57% | 99.57% |