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 |
---|---|---|---|---|---|---|---|---|---|---|---|
28.05.2024 | 1.03% | 0.98 CHF | 0.99 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 483'288 CHF | 97'658 CHF | 99.27% | 99.27% |
27.05.2024 | 1.04% | 0.96 CHF | 0.97 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 477'171 CHF | 96'434 CHF | 99.27% | 99.27% |
24.05.2024 | 1.03% | 0.94 CHF | 0.95 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 482'829 CHF | 97'566 CHF | 99.27% | 99.27% |
23.05.2024 | 1.04% | 0.95 CHF | 0.96 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 479'433 CHF | 96'887 CHF | 99.26% | 99.26% |
22.05.2024 | 0.99% | 0.99 CHF | 1.00 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 505'144 CHF | 102'029 CHF | 99.27% | 99.27% |
21.05.2024 | 0.94% | 1.05 CHF | 1.06 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 529'534 CHF | 106'907 CHF | 98.97% | 98.97% |
17.05.2024 | 0.92% | 1.09 CHF | 1.10 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 538'418 CHF | 108'684 CHF | 99.09% | 99.09% |
16.05.2024 | 0.89% | 1.11 CHF | 1.12 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 561'599 CHF | 113'320 CHF | 99.27% | 99.27% |
15.05.2024 | 0.88% | 1.13 CHF | 1.14 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 564'166 CHF | 113'833 CHF | 99.07% | 99.07% |
14.05.2024 | 0.86% | 1.13 CHF | 1.14 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 580'001 CHF | 117'000 CHF | 99.27% | 99.27% |