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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.66% | 1.48 CHF | 1.49 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 225'877 CHF | 227'377 CHF | 43.91% | 43.91% |
14.05.2024 | 0.66% | 1.50 CHF | 1.51 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 227'845 CHF | 229'345 CHF | 98.93% | 98.93% |
13.05.2024 | 0.62% | 1.55 CHF | 1.56 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 240'210 CHF | 241'710 CHF | 66.09% | 66.09% |
10.05.2024 | 0.59% | 1.61 CHF | 1.62 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 255'045 CHF | 256'545 CHF | 96.35% | 96.35% |
08.05.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 245'146 CHF | 246'646 CHF | 99.18% | 99.18% |
07.05.2024 | 0.61% | 1.69 CHF | 1.70 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 246'156 CHF | 247'656 CHF | 87.85% | 87.85% |
06.05.2024 | 0.65% | 1.58 CHF | 1.59 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 231'791 CHF | 233'291 CHF | 98.94% | 98.94% |
03.05.2024 | 0.66% | 1.55 CHF | 1.56 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 226'079 CHF | 227'579 CHF | 99.13% | 99.13% |
02.05.2024 | 0.74% | 1.40 CHF | 1.41 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 202'905 CHF | 204'405 CHF | 98.85% | 98.85% |
30.04.2024 | 0.71% | 1.42 CHF | 1.43 CHF | 120'000 | 150'000 | 150'000 | 150'000 | 209'613 CHF | 211'113 CHF | 57.34% | 57.34% |