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 | 0.75% | 1.33 CHF | 1.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 594'689 CHF | 199'730 CHF | 98.85% | 98.85% |
15.05.2024 | 0.74% | 1.35 CHF | 1.36 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 606'827 CHF | 203'776 CHF | 99.17% | 99.17% |
14.05.2024 | 0.75% | 1.33 CHF | 1.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 597'269 CHF | 200'590 CHF | 99.37% | 99.37% |
13.05.2024 | 0.81% | 1.22 CHF | 1.23 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 554'965 CHF | 186'488 CHF | 98.19% | 98.19% |
10.05.2024 | 0.84% | 1.18 CHF | 1.19 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 530'806 CHF | 178'435 CHF | 98.99% | 98.99% |
08.05.2024 | 0.91% | 1.09 CHF | 1.10 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 490'554 CHF | 165'018 CHF | 98.74% | 98.74% |
07.05.2024 | 0.93% | 1.08 CHF | 1.09 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 479'165 CHF | 161'222 CHF | 99.37% | 99.37% |
06.05.2024 | 0.98% | 1.02 CHF | 1.03 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 458'539 CHF | 154'346 CHF | 99.37% | 99.37% |
03.05.2024 | 0.89% | 1.06 CHF | 1.07 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 508'740 CHF | 171'080 CHF | 99.10% | 99.10% |
02.05.2024 | 0.85% | 1.18 CHF | 1.19 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 529'025 CHF | 177'842 CHF | 99.07% | 99.07% |