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 | 1.05% | 0.98 CHF | 0.99 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 473'100 CHF | 95'620 CHF | 99.27% | 99.27% |
15.05.2024 | 0.99% | 0.97 CHF | 0.98 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 502'627 CHF | 101'525 CHF | 99.07% | 99.07% |
14.05.2024 | 0.91% | 1.06 CHF | 1.07 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 544'906 CHF | 109'981 CHF | 99.27% | 99.27% |
13.05.2024 | 0.92% | 1.09 CHF | 1.10 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 541'953 CHF | 109'391 CHF | 98.47% | 98.47% |
10.05.2024 | 0.95% | 1.05 CHF | 1.06 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 524'275 CHF | 105'855 CHF | 99.27% | 99.27% |
08.05.2024 | 0.91% | 1.11 CHF | 1.12 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 547'109 CHF | 110'422 CHF | 99.27% | 99.27% |
07.05.2024 | 0.89% | 1.09 CHF | 1.10 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 559'407 CHF | 112'881 CHF | 99.27% | 99.27% |
06.05.2024 | 0.84% | 1.17 CHF | 1.18 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 594'630 CHF | 119'926 CHF | 99.27% | 99.27% |
03.05.2024 | 0.81% | 1.22 CHF | 1.23 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 614'768 CHF | 123'954 CHF | 99.16% | 99.16% |
02.05.2024 | 0.78% | 1.29 CHF | 1.30 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 640'445 CHF | 129'089 CHF | 99.26% | 99.26% |