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 | 572'311 CHF | 192'770 CHF | 99.10% | 99.10% |
15.05.2024 | 0.99% | 0.99 CHF | 1.00 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 603'159 CHF | 203'053 CHF | 99.12% | 99.12% |
14.05.2024 | 1.03% | 0.99 CHF | 1.00 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 579'888 CHF | 195'296 CHF | 99.14% | 99.14% |
13.05.2024 | 1.04% | 0.95 CHF | 0.96 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 573'894 CHF | 193'298 CHF | 95.18% | 95.18% |
10.05.2024 | 1.03% | 0.95 CHF | 0.96 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 577'576 CHF | 194'525 CHF | 99.14% | 99.14% |
08.05.2024 | 1.02% | 0.98 CHF | 0.99 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 587'977 CHF | 197'992 CHF | 99.11% | 99.11% |
07.05.2024 | 1.02% | 0.98 CHF | 0.99 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 583'047 CHF | 196'349 CHF | 99.11% | 99.11% |
06.05.2024 | 1.13% | 0.91 CHF | 0.92 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 527'946 CHF | 177'982 CHF | 99.19% | 99.19% |
03.05.2024 | 1.19% | 0.83 CHF | 0.84 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 499'478 CHF | 168'493 CHF | 99.11% | 99.11% |
02.05.2024 | 1.23% | 0.81 CHF | 0.82 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 485'941 CHF | 163'980 CHF | 99.14% | 99.14% |