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 | 0.98% | 1.02 CHF | 1.03 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 459'013 CHF | 154'504 CHF | 98.84% | 98.84% |
15.05.2024 | 1.00% | 1.00 CHF | 1.00 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 446'124 CHF | 150'208 CHF | 99.17% | 99.17% |
14.05.2024 | 0.98% | 1.01 CHF | 1.02 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 454'705 CHF | 153'068 CHF | 99.37% | 99.37% |
13.05.2024 | 0.90% | 1.12 CHF | 1.13 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 495'288 CHF | 166'596 CHF | 98.22% | 98.22% |
10.05.2024 | 0.86% | 1.16 CHF | 1.17 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 519'251 CHF | 174'584 CHF | 98.99% | 98.99% |
08.05.2024 | 0.80% | 1.24 CHF | 1.25 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 559'196 CHF | 187'899 CHF | 98.73% | 98.73% |
07.05.2024 | 0.79% | 1.25 CHF | 1.26 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 570'674 CHF | 191'725 CHF | 99.37% | 99.37% |
06.05.2024 | 0.76% | 1.31 CHF | 1.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 589'486 CHF | 197'995 CHF | 99.37% | 99.37% |
03.05.2024 | 0.84% | 1.27 CHF | 1.29 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 539'627 CHF | 181'376 CHF | 99.11% | 99.11% |
02.05.2024 | 0.86% | 1.16 CHF | 1.17 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 521'187 CHF | 175'229 CHF | 99.07% | 99.07% |