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 | 1.03% | 0.97 CHF | 0.98 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 727'028 CHF | 244'843 CHF | 99.36% | 99.36% |
15.05.2024 | 1.07% | 0.98 CHF | 0.99 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 698'208 CHF | 235'236 CHF | 94.90% | 94.90% |
14.05.2024 | 1.08% | 0.92 CHF | 0.93 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 688'046 CHF | 231'849 CHF | 99.36% | 99.36% |
13.05.2024 | 1.04% | 0.96 CHF | 0.97 CHF | 750'000 | 250'000 | 749'988 | 250'000 | 719'123 CHF | 242'211 CHF | 98.74% | 98.74% |
10.05.2024 | 1.07% | 0.92 CHF | 0.93 CHF | 750'000 | 250'000 | 750'000 | 249'989 | 700'784 CHF | 236'084 CHF | 99.35% | 99.35% |
08.05.2024 | 1.05% | 0.93 CHF | 0.94 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 710'832 CHF | 239'444 CHF | 99.38% | 99.38% |
07.05.2024 | 1.14% | 0.93 CHF | 0.94 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 653'631 CHF | 220'377 CHF | 98.14% | 98.14% |
06.05.2024 | 1.17% | 0.85 CHF | 0.86 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 639'436 CHF | 215'645 CHF | 99.38% | 99.38% |
03.05.2024 | 1.16% | 0.85 CHF | 0.86 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 640'449 CHF | 215'983 CHF | 99.33% | 99.33% |
02.05.2024 | 1.20% | 0.83 CHF | 0.84 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 621'714 CHF | 209'738 CHF | 99.34% | 99.34% |