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 | 1.41% | 0.73 CHF | 0.74 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 123'679 CHF | 125'429 CHF | 99.56% | 99.56% |
15.05.2024 | 1.46% | 0.68 CHF | 0.69 CHF | 175'000 | 175'000 | 193'906 | 193'906 | 132'064 CHF | 134'003 CHF | 99.49% | 99.49% |
14.05.2024 | 1.41% | 0.70 CHF | 0.71 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 140'853 CHF | 142'853 CHF | 99.59% | 99.59% |
13.05.2024 | 1.41% | 0.70 CHF | 0.71 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 141'321 CHF | 143'321 CHF | 99.52% | 99.52% |
10.05.2024 | 1.43% | 0.70 CHF | 0.71 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 121'412 CHF | 123'162 CHF | 99.54% | 99.54% |
08.05.2024 | 1.34% | 0.75 CHF | 0.76 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 129'931 CHF | 131'681 CHF | 99.54% | 99.54% |
07.05.2024 | 1.34% | 0.74 CHF | 0.75 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 129'748 CHF | 131'498 CHF | 99.52% | 99.52% |
06.05.2024 | 1.36% | 0.73 CHF | 0.74 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 127'806 CHF | 129'556 CHF | 99.44% | 99.49% |
03.05.2024 | 1.35% | 0.74 CHF | 0.75 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 128'516 CHF | 130'266 CHF | 99.58% | 99.58% |
02.05.2024 | 1.35% | 0.74 CHF | 0.75 CHF | 175'000 | 175'000 | 158'791 | 158'791 | 116'610 CHF | 118'197 CHF | 99.49% | 99.49% |