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 | 0.70% | 1.37 CHF | 1.38 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 637'388 CHF | 213'963 CHF | 98.93% | 98.93% |
15.05.2024 | 0.72% | 1.44 CHF | 1.45 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 625'249 CHF | 209'916 CHF | 98.80% | 98.80% |
14.05.2024 | 0.73% | 1.36 CHF | 1.37 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 610'203 CHF | 204'901 CHF | 98.91% | 98.91% |
13.05.2024 | 0.72% | 1.36 CHF | 1.37 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 619'378 CHF | 207'959 CHF | 93.59% | 93.59% |
10.05.2024 | 0.71% | 1.42 CHF | 1.43 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 633'226 CHF | 212'575 CHF | 98.89% | 98.89% |
08.05.2024 | 0.80% | 1.25 CHF | 1.26 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 559'284 CHF | 187'928 CHF | 98.82% | 98.82% |
07.05.2024 | 0.82% | 1.26 CHF | 1.27 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 550'403 CHF | 184'968 CHF | 97.90% | 97.90% |
06.05.2024 | 1.19% | 0.87 CHF | 0.88 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 377'341 CHF | 127'280 CHF | 98.84% | 98.84% |
03.05.2024 | 1.20% | 0.80 CHF | 0.81 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 372'192 CHF | 125'564 CHF | 98.84% | 98.84% |
02.05.2024 | 1.16% | 0.80 CHF | 0.81 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 385'175 CHF | 129'892 CHF | 98.94% | 98.94% |