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 | 0.97% | 0.99 CHF | 1.00 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 615'179 CHF | 207'060 CHF | 99.04% | 99.04% |
16.05.2024 | 0.93% | 1.05 CHF | 1.06 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 641'496 CHF | 215'832 CHF | 99.27% | 99.27% |
15.05.2024 | 1.02% | 1.07 CHF | 1.08 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 584'880 CHF | 196'960 CHF | 99.12% | 99.12% |
14.05.2024 | 1.10% | 0.88 CHF | 0.89 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 544'827 CHF | 183'609 CHF | 99.27% | 99.27% |
13.05.2024 | 1.08% | 0.92 CHF | 0.93 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 550'970 CHF | 185'657 CHF | 98.75% | 98.75% |
10.05.2024 | 1.04% | 0.99 CHF | 1.00 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 573'607 CHF | 193'202 CHF | 99.27% | 99.27% |
08.05.2024 | 1.08% | 0.91 CHF | 0.92 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 550'729 CHF | 185'576 CHF | 99.27% | 99.27% |
07.05.2024 | 1.12% | 0.89 CHF | 0.90 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 533'293 CHF | 179'764 CHF | 99.27% | 99.27% |
06.05.2024 | 1.15% | 0.87 CHF | 0.88 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 519'528 CHF | 175'176 CHF | 99.27% | 99.27% |
03.05.2024 | 1.20% | 0.87 CHF | 0.88 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 495'507 CHF | 167'169 CHF | 99.10% | 99.10% |