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 | 0.61% | 1.61 CHF | 1.62 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 488'431 CHF | 163'810 CHF | 98.47% | 98.47% |
15.05.2024 | 0.64% | 1.59 CHF | 1.60 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 466'826 CHF | 156'609 CHF | 98.33% | 98.33% |
14.05.2024 | 0.65% | 1.56 CHF | 1.57 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 459'109 CHF | 154'036 CHF | 99.36% | 99.36% |
13.05.2024 | 0.65% | 1.52 CHF | 1.53 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 457'965 CHF | 153'655 CHF | 98.93% | 98.93% |
10.05.2024 | 0.65% | 1.52 CHF | 1.53 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 461'703 CHF | 154'901 CHF | 99.38% | 99.38% |
08.05.2024 | 0.67% | 1.51 CHF | 1.52 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 448'645 CHF | 150'548 CHF | 99.37% | 99.37% |
07.05.2024 | 0.69% | 1.47 CHF | 1.48 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 430'304 CHF | 144'435 CHF | 94.65% | 94.65% |
06.05.2024 | 0.70% | 1.43 CHF | 1.44 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 427'127 CHF | 143'376 CHF | 99.36% | 99.36% |
03.05.2024 | 0.73% | 1.39 CHF | 1.40 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 407'055 CHF | 136'685 CHF | 99.35% | 99.35% |
02.05.2024 | 0.76% | 1.32 CHF | 1.33 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 392'568 CHF | 131'856 CHF | 99.37% | 99.37% |