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 | 1.12% | 0.91 CHF | 0.92 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 532'414 CHF | 179'471 CHF | 99.32% | 99.32% |
15.05.2024 | 1.05% | 0.89 CHF | 0.90 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 566'934 CHF | 190'978 CHF | 98.63% | 98.63% |
14.05.2024 | 1.13% | 0.97 CHF | 0.98 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 528'196 CHF | 178'065 CHF | 98.52% | 98.52% |
13.05.2024 | 1.20% | 0.88 CHF | 0.89 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 499'410 CHF | 168'470 CHF | 99.18% | 99.18% |
10.05.2024 | 1.14% | 0.82 CHF | 0.83 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 525'753 CHF | 177'251 CHF | 96.20% | 96.20% |
08.05.2024 | 1.08% | 0.91 CHF | 0.92 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 553'837 CHF | 186'612 CHF | 98.50% | 98.50% |
07.05.2024 | 0.97% | 1.00 CHF | 1.01 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 616'003 CHF | 207'334 CHF | 98.96% | 98.96% |
06.05.2024 | 0.95% | 1.04 CHF | 1.05 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 627'970 CHF | 211'323 CHF | 98.43% | 98.43% |
03.05.2024 | 0.99% | 0.98 CHF | 0.99 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 605'921 CHF | 203'974 CHF | 98.00% | 98.00% |
02.05.2024 | 0.95% | 1.01 CHF | 1.02 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 631'202 CHF | 212'401 CHF | 98.89% | 98.89% |