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 | 1.02% | 0.99 CHF | 1.00 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 438'082 CHF | 147'527 CHF | 98.33% | 98.33% |
15.05.2024 | 1.03% | 0.94 CHF | 0.95 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 437'125 CHF | 147'208 CHF | 98.15% | 98.15% |
14.05.2024 | 0.97% | 1.03 CHF | 1.04 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 463'366 CHF | 155'955 CHF | 98.75% | 98.75% |
13.05.2024 | 0.93% | 1.08 CHF | 1.09 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 481'439 CHF | 161'980 CHF | 93.36% | 93.36% |
10.05.2024 | 0.93% | 1.06 CHF | 1.07 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 483'221 CHF | 162'574 CHF | 98.74% | 98.74% |
08.05.2024 | 0.82% | 1.20 CHF | 1.21 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 545'896 CHF | 183'465 CHF | 98.72% | 98.72% |
07.05.2024 | 0.81% | 1.21 CHF | 1.22 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 553'351 CHF | 185'950 CHF | 98.42% | 98.42% |
06.05.2024 | 0.79% | 1.28 CHF | 1.29 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 570'678 CHF | 191'726 CHF | 98.68% | 98.68% |
03.05.2024 | 0.78% | 1.28 CHF | 1.29 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 573'927 CHF | 192'809 CHF | 98.72% | 98.72% |
02.05.2024 | 0.78% | 1.29 CHF | 1.30 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 578'259 CHF | 194'253 CHF | 98.52% | 98.52% |