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 | 0.87% | 1.15 CHF | 1.16 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 690'256 CHF | 232'086 CHF | 99.09% | 99.09% |
15.05.2024 | 0.83% | 1.19 CHF | 1.20 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 720'732 CHF | 242'244 CHF | 99.16% | 99.16% |
14.05.2024 | 0.86% | 1.19 CHF | 1.20 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 697'249 CHF | 234'416 CHF | 99.19% | 99.19% |
13.05.2024 | 0.86% | 1.14 CHF | 1.15 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 691'270 CHF | 232'423 CHF | 95.15% | 95.15% |
10.05.2024 | 0.86% | 1.15 CHF | 1.16 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 693'143 CHF | 233'048 CHF | 99.21% | 99.21% |
08.05.2024 | 0.85% | 1.17 CHF | 1.18 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 704'275 CHF | 236'758 CHF | 99.17% | 99.17% |
07.05.2024 | 0.85% | 1.18 CHF | 1.19 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 699'203 CHF | 235'068 CHF | 99.11% | 99.11% |
06.05.2024 | 0.93% | 1.10 CHF | 1.11 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 643'475 CHF | 216'492 CHF | 99.13% | 99.13% |
03.05.2024 | 0.97% | 1.02 CHF | 1.03 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 613'877 CHF | 206'626 CHF | 99.01% | 99.01% |
02.05.2024 | 1.00% | 1.00 CHF | 1.01 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 599'327 CHF | 201'776 CHF | 99.15% | 99.15% |