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 | 1.04% | 0.95 CHF | 0.96 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 572'318 CHF | 192'773 CHF | 99.08% | 99.08% |
15.05.2024 | 0.99% | 0.99 CHF | 1.00 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 603'197 CHF | 203'066 CHF | 99.16% | 99.16% |
14.05.2024 | 1.03% | 0.99 CHF | 1.00 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 579'895 CHF | 195'298 CHF | 99.20% | 99.20% |
13.05.2024 | 1.04% | 0.95 CHF | 0.96 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 573'881 CHF | 193'294 CHF | 95.15% | 95.15% |
10.05.2024 | 1.03% | 0.95 CHF | 0.96 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 577'351 CHF | 194'450 CHF | 99.13% | 99.13% |
08.05.2024 | 1.02% | 0.97 CHF | 0.98 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 587'621 CHF | 197'874 CHF | 99.12% | 99.12% |
07.05.2024 | 1.03% | 0.98 CHF | 0.99 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 582'526 CHF | 196'175 CHF | 99.11% | 99.11% |
06.05.2024 | 1.13% | 0.91 CHF | 0.92 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 526'683 CHF | 177'561 CHF | 99.13% | 99.13% |
03.05.2024 | 1.20% | 0.82 CHF | 0.83 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 496'965 CHF | 167'655 CHF | 98.98% | 98.98% |
02.05.2024 | 1.24% | 0.80 CHF | 0.81 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 482'462 CHF | 162'821 CHF | 99.10% | 99.10% |