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 | 1.03% | 0.97 CHF | 0.98 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 580'481 CHF | 195'494 CHF | 99.11% | 99.11% |
15.05.2024 | 0.98% | 1.01 CHF | 1.02 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 609'490 CHF | 205'163 CHF | 99.15% | 99.15% |
14.05.2024 | 1.01% | 1.00 CHF | 1.01 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 588'260 CHF | 198'087 CHF | 99.13% | 99.13% |
13.05.2024 | 1.02% | 0.97 CHF | 0.98 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 585'658 CHF | 197'219 CHF | 95.18% | 95.18% |
10.05.2024 | 1.01% | 0.97 CHF | 0.98 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 589'574 CHF | 198'525 CHF | 99.11% | 99.11% |
08.05.2024 | 1.00% | 0.99 CHF | 1.00 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 599'549 CHF | 201'850 CHF | 99.16% | 99.16% |
07.05.2024 | 1.00% | 1.00 CHF | 1.01 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 594'389 CHF | 200'130 CHF | 99.11% | 99.11% |
06.05.2024 | 1.10% | 0.93 CHF | 0.94 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 541'980 CHF | 182'660 CHF | 99.18% | 99.18% |
03.05.2024 | 1.15% | 0.86 CHF | 0.87 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 516'842 CHF | 174'281 CHF | 99.08% | 99.08% |
02.05.2024 | 1.18% | 0.84 CHF | 0.85 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 505'735 CHF | 170'578 CHF | 99.13% | 99.13% |