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 | 1.01% | 0.96 CHF | 0.97 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 739'386 CHF | 248'962 CHF | 98.47% | 98.47% |
15.05.2024 | 1.01% | 1.00 CHF | 1.01 CHF | 750'000 | 250'000 | 749'968 | 249'989 | 738'702 CHF | 248'734 CHF | 98.33% | 98.33% |
14.05.2024 | 1.10% | 0.94 CHF | 0.95 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 681'048 CHF | 229'516 CHF | 99.35% | 99.35% |
13.05.2024 | 1.07% | 0.93 CHF | 0.94 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 694'626 CHF | 234'042 CHF | 98.93% | 98.93% |
10.05.2024 | 1.05% | 0.94 CHF | 0.95 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 710'227 CHF | 239'242 CHF | 99.37% | 99.37% |
08.05.2024 | 1.10% | 0.90 CHF | 0.91 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 676'542 CHF | 228'014 CHF | 99.36% | 99.36% |
07.05.2024 | 1.16% | 0.87 CHF | 0.88 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 640'431 CHF | 215'977 CHF | 94.63% | 94.63% |
06.05.2024 | 1.21% | 0.82 CHF | 0.83 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 616'219 CHF | 207'906 CHF | 99.37% | 99.37% |
03.05.2024 | 1.27% | 0.82 CHF | 0.83 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 588'548 CHF | 198'683 CHF | 99.35% | 99.35% |
02.05.2024 | 1.35% | 0.73 CHF | 0.74 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 551'231 CHF | 186'244 CHF | 99.36% | 99.36% |