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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 0.74% | 1.36 CHF | 1.37 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 609'310 CHF | 204'603 CHF | 95.18% | 95.18% |
22.05.2024 | 0.74% | 1.37 CHF | 1.38 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 607'821 CHF | 204'107 CHF | 98.48% | 98.48% |
21.05.2024 | 0.74% | 1.35 CHF | 1.36 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 605'502 CHF | 203'334 CHF | 95.47% | 95.47% |
17.05.2024 | 0.72% | 1.38 CHF | 1.39 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 620'784 CHF | 208'428 CHF | 97.53% | 97.53% |
16.05.2024 | 0.69% | 1.43 CHF | 1.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 648'035 CHF | 217'512 CHF | 98.31% | 98.31% |
15.05.2024 | 0.69% | 1.48 CHF | 1.49 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 648'022 CHF | 217'507 CHF | 98.15% | 98.15% |
14.05.2024 | 0.72% | 1.38 CHF | 1.39 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 620'971 CHF | 208'490 CHF | 98.76% | 98.76% |
13.05.2024 | 0.75% | 1.33 CHF | 1.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 601'320 CHF | 201'940 CHF | 93.32% | 93.32% |
10.05.2024 | 0.75% | 1.34 CHF | 1.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 599'622 CHF | 201'374 CHF | 98.73% | 98.73% |
08.05.2024 | 0.83% | 1.20 CHF | 1.21 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 536'786 CHF | 180'429 CHF | 98.72% | 98.72% |