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 | 0.95% | 1.04 CHF | 1.05 CHF | 900'000 | 150'000 | 900'000 | 150'000 | 944'661 CHF | 158'944 CHF | 99.06% | 99.06% |
16.05.2024 | 1.07% | 1.00 CHF | 1.01 CHF | 900'000 | 150'000 | 900'000 | 150'000 | 839'289 CHF | 141'382 CHF | 99.27% | 99.27% |
15.05.2024 | 1.26% | 0.79 CHF | 0.80 CHF | 900'000 | 150'000 | 900'000 | 150'000 | 711'330 CHF | 120'055 CHF | 99.08% | 99.08% |
14.05.2024 | 1.33% | 0.78 CHF | 0.79 CHF | 900'000 | 150'000 | 900'000 | 150'000 | 671'760 CHF | 113'460 CHF | 99.27% | 99.27% |
13.05.2024 | 1.22% | 0.80 CHF | 0.81 CHF | 900'000 | 150'000 | 900'000 | 150'000 | 736'110 CHF | 124'185 CHF | 98.81% | 98.81% |
10.05.2024 | 1.19% | 0.84 CHF | 0.85 CHF | 900'000 | 150'000 | 900'000 | 150'000 | 749'613 CHF | 126'435 CHF | 99.27% | 99.27% |
08.05.2024 | 1.24% | 0.82 CHF | 0.83 CHF | 900'000 | 150'000 | 900'000 | 150'000 | 719'376 CHF | 121'396 CHF | 99.27% | 99.27% |
07.05.2024 | 1.34% | 0.77 CHF | 0.78 CHF | 900'000 | 150'000 | 900'000 | 150'000 | 667'922 CHF | 112'820 CHF | 99.27% | 99.27% |
06.05.2024 | 1.47% | 0.69 CHF | 0.70 CHF | 900'000 | 150'000 | 900'000 | 150'000 | 606'326 CHF | 102'554 CHF | 99.27% | 99.27% |
03.05.2024 | 1.60% | 0.60 CHF | 0.61 CHF | 1'000'000 | 150'000 | 925'977 | 150'000 | 575'196 CHF | 94'768 CHF | 99.15% | 99.15% |