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 | 0.98% | 0.95 CHF | 0.96 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 459'534 CHF | 154'678 CHF | 98.83% | 98.83% |
15.05.2024 | 0.82% | 1.24 CHF | 1.25 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 549'306 CHF | 184'602 CHF | 99.22% | 99.22% |
14.05.2024 | 0.83% | 1.19 CHF | 1.20 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 542'569 CHF | 182'356 CHF | 99.17% | 99.17% |
13.05.2024 | 0.79% | 1.26 CHF | 1.27 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 564'543 CHF | 189'681 CHF | 95.24% | 95.24% |
10.05.2024 | 0.81% | 1.25 CHF | 1.26 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 556'275 CHF | 186'925 CHF | 98.89% | 98.89% |
08.05.2024 | 0.90% | 1.09 CHF | 1.10 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 496'167 CHF | 166'889 CHF | 99.09% | 99.09% |
07.05.2024 | 0.98% | 1.08 CHF | 1.09 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 456'566 CHF | 153'689 CHF | 99.08% | 99.08% |
06.05.2024 | 0.97% | 1.04 CHF | 1.05 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 463'433 CHF | 155'978 CHF | 99.03% | 99.03% |
03.05.2024 | 1.02% | 0.99 CHF | 1.00 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 440'383 CHF | 148'294 CHF | 99.07% | 99.07% |
02.05.2024 | 1.04% | 0.96 CHF | 0.97 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 428'485 CHF | 144'328 CHF | 98.81% | 98.81% |