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 | 0.89% | 1.14 CHF | 1.15 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 673'410 CHF | 226'470 CHF | 99.00% | 99.00% |
15.05.2024 | 0.85% | 1.13 CHF | 1.14 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 706'404 CHF | 237'468 CHF | 98.95% | 98.95% |
14.05.2024 | 0.89% | 1.20 CHF | 1.21 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 669'772 CHF | 225'257 CHF | 98.41% | 98.41% |
13.05.2024 | 0.93% | 1.12 CHF | 1.13 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 643'026 CHF | 216'342 CHF | 99.07% | 99.07% |
10.05.2024 | 0.90% | 1.05 CHF | 1.06 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 665'745 CHF | 223'915 CHF | 96.74% | 96.74% |
08.05.2024 | 0.86% | 1.15 CHF | 1.16 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 694'560 CHF | 233'520 CHF | 98.39% | 98.39% |
07.05.2024 | 0.79% | 1.23 CHF | 1.24 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 755'159 CHF | 253'720 CHF | 98.93% | 98.93% |
06.05.2024 | 0.78% | 1.27 CHF | 1.28 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 766'240 CHF | 257'413 CHF | 98.46% | 98.46% |
03.05.2024 | 0.80% | 1.22 CHF | 1.23 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 745'689 CHF | 250'563 CHF | 98.55% | 98.55% |
02.05.2024 | 0.78% | 1.24 CHF | 1.25 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 769'475 CHF | 258'492 CHF | 99.19% | 99.19% |