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 | 0.91% | 1.09 CHF | 1.10 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 490'741 CHF | 165'080 CHF | 98.85% | 98.85% |
15.05.2024 | 0.89% | 1.12 CHF | 1.13 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 503'010 CHF | 169'170 CHF | 99.17% | 99.17% |
14.05.2024 | 0.91% | 1.10 CHF | 1.11 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 493'578 CHF | 166'026 CHF | 99.37% | 99.37% |
13.05.2024 | 0.99% | 0.99 CHF | 1.00 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 451'395 CHF | 151'965 CHF | 98.14% | 98.14% |
10.05.2024 | 1.05% | 0.95 CHF | 0.96 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 427'385 CHF | 143'962 CHF | 98.99% | 98.99% |
08.05.2024 | 1.16% | 0.87 CHF | 0.88 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 387'191 CHF | 130'564 CHF | 98.72% | 98.72% |
07.05.2024 | 1.19% | 0.85 CHF | 0.86 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 375'878 CHF | 126'793 CHF | 99.37% | 99.37% |
06.05.2024 | 1.26% | 0.80 CHF | 0.81 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 355'415 CHF | 119'972 CHF | 99.37% | 99.37% |
03.05.2024 | 1.12% | 0.83 CHF | 0.84 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 405'752 CHF | 136'751 CHF | 99.11% | 99.11% |
02.05.2024 | 1.05% | 0.95 CHF | 0.96 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 425'868 CHF | 143'456 CHF | 99.07% | 99.07% |