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 | 1.00% | 0.99 CHF | 1.00 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 598'012 CHF | 201'337 CHF | 98.71% | 98.71% |
15.05.2024 | 0.97% | 1.00 CHF | 1.00 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 613'286 CHF | 206'429 CHF | 98.71% | 98.71% |
14.05.2024 | 1.01% | 0.99 CHF | 1.00 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 589'838 CHF | 198'613 CHF | 98.80% | 98.80% |
13.05.2024 | 1.00% | 1.00 CHF | 1.01 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 595'201 CHF | 200'400 CHF | 93.40% | 93.40% |
10.05.2024 | 1.01% | 1.00 CHF | 1.01 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 593'352 CHF | 199'784 CHF | 98.78% | 98.78% |
08.05.2024 | 0.98% | 1.01 CHF | 1.02 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 606'312 CHF | 204'104 CHF | 98.72% | 98.72% |
07.05.2024 | 1.00% | 1.00 CHF | 1.01 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 597'122 CHF | 201'041 CHF | 98.72% | 98.72% |
06.05.2024 | 1.02% | 0.98 CHF | 0.99 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 587'474 CHF | 197'825 CHF | 98.81% | 98.81% |
03.05.2024 | 1.00% | 1.00 CHF | 1.01 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 598'554 CHF | 201'518 CHF | 98.74% | 98.74% |
02.05.2024 | 0.99% | 1.00 CHF | 1.00 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 605'512 CHF | 203'837 CHF | 98.78% | 98.78% |