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 | 0.64% | 1.51 CHF | 1.52 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 390'553 CHF | 393'053 CHF | 98.38% | 98.38% |
22.05.2024 | 0.67% | 1.52 CHF | 1.53 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 374'592 CHF | 377'092 CHF | 98.82% | 98.82% |
21.05.2024 | 0.65% | 1.60 CHF | 1.61 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 381'511 CHF | 384'011 CHF | 99.95% | 99.95% |
17.05.2024 | 0.65% | 1.62 CHF | 1.63 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 383'015 CHF | 385'515 CHF | 99.91% | 99.91% |
16.05.2024 | 0.56% | 1.63 CHF | 1.64 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 449'306 CHF | 451'806 CHF | 98.95% | 98.95% |
15.05.2024 | 0.57% | 1.96 CHF | 1.97 CHF | 250'000 | 250'000 | 244'847 | 244'847 | 450'817 CHF | 453'291 CHF | 98.04% | 98.04% |
14.05.2024 | 0.60% | 1.69 CHF | 1.70 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 414'315 CHF | 416'815 CHF | 97.90% | 97.90% |
13.05.2024 | 0.58% | 1.73 CHF | 1.74 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 430'593 CHF | 433'093 CHF | 99.93% | 99.93% |
10.05.2024 | 0.54% | 1.78 CHF | 1.79 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 461'070 CHF | 463'570 CHF | 98.51% | 98.51% |
08.05.2024 | 0.75% | 1.31 CHF | 1.32 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 333'892 CHF | 336'392 CHF | 99.97% | 99.97% |