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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 1.83% | 0.54 CHF | 0.55 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 406'143 CHF | 137'881 CHF | 99.37% | 99.37% |
16.05.2024 | 1.80% | 0.54 CHF | 0.55 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 413'547 CHF | 140'349 CHF | 99.36% | 99.36% |
15.05.2024 | 1.85% | 0.57 CHF | 0.58 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 402'590 CHF | 136'697 CHF | 94.90% | 94.90% |
14.05.2024 | 2.09% | 0.45 CHF | 0.46 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 354'955 CHF | 120'818 CHF | 99.36% | 99.36% |
13.05.2024 | 1.91% | 0.52 CHF | 0.53 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 389'700 CHF | 132'400 CHF | 98.73% | 98.73% |
10.05.2024 | 1.78% | 0.55 CHF | 0.56 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 418'716 CHF | 142'072 CHF | 99.37% | 99.37% |
08.05.2024 | 1.81% | 0.53 CHF | 0.54 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 411'914 CHF | 139'805 CHF | 99.37% | 99.37% |
07.05.2024 | 1.90% | 0.53 CHF | 0.54 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 390'095 CHF | 132'532 CHF | 98.14% | 98.14% |
06.05.2024 | 1.89% | 0.51 CHF | 0.52 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 392'792 CHF | 133'431 CHF | 99.38% | 99.38% |
03.05.2024 | 1.89% | 0.53 CHF | 0.54 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 392'147 CHF | 133'216 CHF | 99.36% | 99.36% |