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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 1.00% | 0.95 CHF | 0.96 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 594'342 CHF | 200'114 CHF | 99.06% | 99.06% |
16.05.2024 | 0.96% | 1.01 CHF | 1.02 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 620'609 CHF | 208'870 CHF | 99.27% | 99.27% |
15.05.2024 | 1.05% | 1.06 CHF | 1.07 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 569'574 CHF | 191'858 CHF | 99.12% | 99.12% |
14.05.2024 | 1.14% | 0.84 CHF | 0.85 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 522'664 CHF | 176'221 CHF | 99.27% | 99.27% |
13.05.2024 | 1.13% | 0.89 CHF | 0.90 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 529'299 CHF | 178'433 CHF | 98.75% | 98.75% |
10.05.2024 | 1.07% | 0.96 CHF | 0.97 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 556'070 CHF | 187'357 CHF | 99.27% | 99.27% |
08.05.2024 | 1.13% | 0.87 CHF | 0.88 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 528'579 CHF | 178'193 CHF | 99.27% | 99.27% |
07.05.2024 | 1.17% | 0.85 CHF | 0.86 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 507'800 CHF | 171'267 CHF | 99.27% | 99.27% |
06.05.2024 | 1.21% | 0.82 CHF | 0.83 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 491'722 CHF | 165'907 CHF | 99.27% | 99.27% |
03.05.2024 | 1.29% | 0.82 CHF | 0.83 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 462'839 CHF | 156'280 CHF | 99.10% | 99.10% |