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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 1.00% | 0.97 CHF | 0.98 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 448'276 CHF | 150'925 CHF | 95.65% | 95.65% |
22.05.2024 | 1.15% | 0.96 CHF | 0.97 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 390'271 CHF | 131'590 CHF | 98.32% | 98.32% |
21.05.2024 | 1.16% | 0.82 CHF | 0.83 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 385'347 CHF | 129'949 CHF | 96.32% | 96.32% |
17.05.2024 | 1.19% | 0.87 CHF | 0.88 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 375'755 CHF | 126'752 CHF | 98.22% | 98.22% |
16.05.2024 | 1.04% | 0.91 CHF | 0.92 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 430'794 CHF | 145'098 CHF | 98.94% | 98.94% |
15.05.2024 | 1.07% | 0.98 CHF | 0.99 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 419'136 CHF | 141'212 CHF | 98.80% | 98.80% |
14.05.2024 | 1.11% | 0.90 CHF | 0.91 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 404'177 CHF | 136'226 CHF | 98.91% | 98.91% |
13.05.2024 | 1.08% | 0.90 CHF | 0.91 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 413'749 CHF | 139'416 CHF | 93.66% | 93.66% |
10.05.2024 | 1.05% | 0.96 CHF | 0.97 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 428'071 CHF | 144'190 CHF | 98.89% | 98.89% |
08.05.2024 | 1.26% | 0.79 CHF | 0.80 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 354'236 CHF | 119'579 CHF | 98.82% | 98.82% |