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 | 1.21% | 0.82 CHF | 0.83 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 368'688 CHF | 124'396 CHF | 98.84% | 98.84% |
15.05.2024 | 1.26% | 0.80 CHF | 0.81 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 356'003 CHF | 120'168 CHF | 99.17% | 99.17% |
14.05.2024 | 1.23% | 0.82 CHF | 0.83 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 364'656 CHF | 123'052 CHF | 99.37% | 99.37% |
13.05.2024 | 1.10% | 0.92 CHF | 0.93 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 405'451 CHF | 136'650 CHF | 98.16% | 98.16% |
10.05.2024 | 1.04% | 0.96 CHF | 0.97 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 429'487 CHF | 144'662 CHF | 98.99% | 98.99% |
08.05.2024 | 0.95% | 1.04 CHF | 1.05 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 469'492 CHF | 157'997 CHF | 98.74% | 98.74% |
07.05.2024 | 0.93% | 1.05 CHF | 1.06 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 480'870 CHF | 161'790 CHF | 99.37% | 99.37% |
06.05.2024 | 0.90% | 1.11 CHF | 1.12 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 499'883 CHF | 168'128 CHF | 99.37% | 99.37% |
03.05.2024 | 1.01% | 1.08 CHF | 1.09 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 450'032 CHF | 151'510 CHF | 99.11% | 99.11% |
02.05.2024 | 1.04% | 0.96 CHF | 0.97 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 431'401 CHF | 145'300 CHF | 99.07% | 99.07% |