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 | 1.00% | 0.99 CHF | 1.00 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 448'237 CHF | 150'912 CHF | 99.10% | 99.10% |
15.05.2024 | 0.94% | 1.04 CHF | 1.05 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 474'038 CHF | 159'513 CHF | 99.15% | 99.15% |
14.05.2024 | 0.98% | 1.04 CHF | 1.05 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 455'170 CHF | 153'223 CHF | 99.14% | 99.14% |
13.05.2024 | 0.99% | 0.99 CHF | 1.00 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 453'329 CHF | 152'610 CHF | 95.18% | 95.18% |
10.05.2024 | 0.98% | 1.01 CHF | 1.02 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 456'334 CHF | 153'611 CHF | 99.13% | 99.13% |
08.05.2024 | 0.96% | 1.03 CHF | 1.04 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 620'678 CHF | 208'893 CHF | 99.19% | 99.19% |
07.05.2024 | 0.97% | 1.04 CHF | 1.05 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 614'914 CHF | 206'971 CHF | 99.12% | 99.12% |
06.05.2024 | 1.09% | 0.95 CHF | 0.96 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 549'489 CHF | 185'163 CHF | 99.17% | 99.17% |
03.05.2024 | 1.15% | 0.86 CHF | 0.87 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 521'111 CHF | 175'704 CHF | 99.09% | 99.09% |
02.05.2024 | 1.17% | 0.84 CHF | 0.85 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 381'541 CHF | 128'680 CHF | 99.15% | 99.15% |