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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.05.2024 | 1.00% | 1.04 CHF | 1.05 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 447'124 CHF | 150'541 CHF | 99.34% | 99.34% |
23.05.2024 | 0.98% | 1.00 CHF | 1.01 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 456'822 CHF | 153'774 CHF | 95.20% | 95.20% |
22.05.2024 | 0.94% | 1.03 CHF | 1.04 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 477'999 CHF | 160'833 CHF | 99.58% | 99.58% |
21.05.2024 | 0.98% | 1.05 CHF | 1.06 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 459'285 CHF | 154'595 CHF | 96.30% | 96.30% |
17.05.2024 | 0.97% | 1.04 CHF | 1.05 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 461'362 CHF | 155'287 CHF | 98.92% | 98.92% |
16.05.2024 | 0.98% | 1.01 CHF | 1.02 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 458'997 CHF | 154'499 CHF | 99.05% | 99.05% |
15.05.2024 | 0.98% | 0.99 CHF | 1.00 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 458'560 CHF | 154'353 CHF | 98.40% | 98.40% |
14.05.2024 | 1.01% | 1.01 CHF | 1.02 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 441'725 CHF | 148'742 CHF | 99.56% | 99.56% |
13.05.2024 | 0.96% | 1.05 CHF | 1.06 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 468'461 CHF | 157'654 CHF | 98.65% | 98.65% |
10.05.2024 | 0.95% | 1.04 CHF | 1.05 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 469'734 CHF | 158'078 CHF | 96.95% | 96.95% |