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 | 0.97% | 1.00 CHF | 1.01 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 461'452 CHF | 155'317 CHF | 98.49% | 98.49% |
15.05.2024 | 0.92% | 1.09 CHF | 1.10 CHF | 450'000 | 150'000 | 449'994 | 150'000 | 485'004 CHF | 163'170 CHF | 98.31% | 98.31% |
14.05.2024 | 0.94% | 1.10 CHF | 1.11 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 475'212 CHF | 159'904 CHF | 99.35% | 99.35% |
13.05.2024 | 0.97% | 1.03 CHF | 1.04 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 461'831 CHF | 155'444 CHF | 98.92% | 98.92% |
10.05.2024 | 1.04% | 0.99 CHF | 1.00 CHF | 450'000 | 150'000 | 449'983 | 150'000 | 429'955 CHF | 144'824 CHF | 99.38% | 99.38% |
08.05.2024 | 1.15% | 0.86 CHF | 0.87 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 389'554 CHF | 131'351 CHF | 99.35% | 99.35% |
07.05.2024 | 1.28% | 0.81 CHF | 0.82 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 349'126 CHF | 117'875 CHF | 94.70% | 94.70% |
06.05.2024 | 1.35% | 0.70 CHF | 0.71 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 330'464 CHF | 111'655 CHF | 99.37% | 99.37% |
03.05.2024 | 1.34% | 0.70 CHF | 0.71 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 334'349 CHF | 112'950 CHF | 99.34% | 99.34% |
02.05.2024 | 1.29% | 0.76 CHF | 0.77 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 346'575 CHF | 117'025 CHF | 99.36% | 99.36% |