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 | 0.97% | 1.02 CHF | 1.03 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 514'724 CHF | 103'945 CHF | 99.27% | 99.27% |
15.05.2024 | 1.00% | 1.00 CHF | 1.01 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 498'755 CHF | 100'751 CHF | 99.07% | 99.07% |
14.05.2024 | 1.00% | 0.99 CHF | 1.00 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 497'636 CHF | 100'527 CHF | 99.27% | 99.27% |
13.05.2024 | 0.99% | 1.01 CHF | 1.02 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 503'417 CHF | 101'684 CHF | 98.47% | 98.47% |
10.05.2024 | 0.97% | 1.03 CHF | 1.04 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 513'115 CHF | 103'623 CHF | 99.27% | 99.27% |
08.05.2024 | 0.94% | 1.06 CHF | 1.07 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 529'416 CHF | 106'883 CHF | 99.27% | 99.27% |
07.05.2024 | 0.94% | 1.06 CHF | 1.07 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 529'326 CHF | 106'865 CHF | 99.27% | 99.27% |
06.05.2024 | 0.93% | 1.06 CHF | 1.07 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 535'759 CHF | 108'152 CHF | 99.27% | 99.27% |
03.05.2024 | 0.91% | 1.09 CHF | 1.10 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 545'212 CHF | 110'042 CHF | 99.16% | 99.16% |
02.05.2024 | 0.90% | 1.11 CHF | 1.12 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 554'519 CHF | 111'904 CHF | 99.27% | 99.27% |