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 | 0.92% | 1.11 CHF | 1.12 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 487'586 CHF | 164'029 CHF | 99.27% | 99.27% |
15.05.2024 | 0.98% | 1.01 CHF | 1.02 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 459'324 CHF | 154'608 CHF | 99.08% | 99.08% |
14.05.2024 | 1.14% | 0.97 CHF | 0.98 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 394'703 CHF | 133'068 CHF | 99.27% | 99.27% |
13.05.2024 | 1.08% | 0.92 CHF | 0.93 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 414'940 CHF | 139'813 CHF | 98.81% | 98.81% |
10.05.2024 | 1.08% | 0.92 CHF | 0.93 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 415'479 CHF | 139'993 CHF | 99.27% | 99.27% |
08.05.2024 | 1.23% | 0.79 CHF | 0.80 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 363'914 CHF | 122'804 CHF | 99.27% | 99.27% |
07.05.2024 | 1.25% | 0.81 CHF | 0.82 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 358'224 CHF | 120'908 CHF | 97.15% | 97.15% |
06.05.2024 | 1.45% | 0.69 CHF | 0.70 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 309'263 CHF | 104'588 CHF | 99.27% | 99.27% |
03.05.2024 | 1.76% | 0.57 CHF | 0.58 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 253'767 CHF | 86'089 CHF | 99.14% | 99.14% |
02.05.2024 | 1.93% | 0.47 CHF | 0.48 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 231'831 CHF | 78'777 CHF | 99.18% | 99.18% |