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 | 0.87% | 1.12 CHF | 1.13 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 689'064 CHF | 289'610 CHF | 97.93% | 97.93% |
15.05.2024 | 0.84% | 1.19 CHF | 1.20 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 712'872 CHF | 299'530 CHF | 97.58% | 97.58% |
14.05.2024 | 0.86% | 1.16 CHF | 1.17 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 690'715 CHF | 290'298 CHF | 98.73% | 98.73% |
13.05.2024 | 0.87% | 1.15 CHF | 1.16 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 686'783 CHF | 288'659 CHF | 89.11% | 89.11% |
10.05.2024 | 0.86% | 1.15 CHF | 1.16 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 696'766 CHF | 292'819 CHF | 97.16% | 97.16% |
08.05.2024 | 0.91% | 1.09 CHF | 1.10 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 653'839 CHF | 274'933 CHF | 93.57% | 93.57% |
07.05.2024 | 0.91% | 1.10 CHF | 1.11 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 656'323 CHF | 275'968 CHF | 94.99% | 94.99% |
06.05.2024 | 0.90% | 1.11 CHF | 1.12 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 662'983 CHF | 278'743 CHF | 94.87% | 94.87% |
03.05.2024 | 0.91% | 1.09 CHF | 1.10 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 659'436 CHF | 277'265 CHF | 94.57% | 94.57% |
02.05.2024 | 0.90% | 1.11 CHF | 1.12 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 663'144 CHF | 278'810 CHF | 95.18% | 95.18% |