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 | 0.81% | 1.21 CHF | 1.22 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 740'564 CHF | 248'855 CHF | 98.74% | 98.74% |
15.05.2024 | 0.77% | 1.23 CHF | 1.24 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 779'449 CHF | 261'816 CHF | 98.71% | 98.71% |
14.05.2024 | 0.83% | 1.21 CHF | 1.22 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 721'368 CHF | 242'456 CHF | 98.80% | 98.80% |
13.05.2024 | 0.81% | 1.25 CHF | 1.25 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 736'181 CHF | 247'394 CHF | 93.39% | 93.39% |
10.05.2024 | 0.82% | 1.25 CHF | 1.26 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 731'884 CHF | 245'961 CHF | 98.78% | 98.78% |
08.05.2024 | 0.78% | 1.29 CHF | 1.30 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 764'330 CHF | 256'777 CHF | 98.72% | 98.72% |
07.05.2024 | 0.81% | 1.25 CHF | 1.26 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 742'055 CHF | 249'352 CHF | 98.72% | 98.72% |
06.05.2024 | 0.83% | 1.19 CHF | 1.20 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 718'827 CHF | 241'609 CHF | 98.79% | 98.79% |
03.05.2024 | 0.80% | 1.25 CHF | 1.26 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 747'320 CHF | 251'107 CHF | 98.73% | 98.73% |
02.05.2024 | 0.78% | 1.24 CHF | 1.25 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 763'339 CHF | 256'446 CHF | 98.77% | 98.77% |