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 | 0.85% | 1.13 CHF | 1.14 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 530'362 CHF | 178'287 CHF | 98.91% | 98.91% |
15.05.2024 | 0.86% | 1.20 CHF | 1.21 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 518'553 CHF | 174'351 CHF | 98.81% | 98.81% |
14.05.2024 | 0.89% | 1.12 CHF | 1.13 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 503'493 CHF | 169'331 CHF | 98.91% | 98.91% |
13.05.2024 | 0.87% | 1.12 CHF | 1.13 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 512'854 CHF | 172'451 CHF | 93.63% | 93.63% |
10.05.2024 | 0.85% | 1.18 CHF | 1.19 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 527'088 CHF | 177'196 CHF | 98.88% | 98.88% |
08.05.2024 | 0.99% | 1.01 CHF | 1.02 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 453'182 CHF | 152'561 CHF | 98.82% | 98.82% |
07.05.2024 | 1.01% | 1.03 CHF | 1.04 CHF | 450'000 | 150'000 | 449'998 | 150'000 | 444'123 CHF | 149'542 CHF | 97.90% | 97.90% |
06.05.2024 | 1.65% | 0.63 CHF | 0.64 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 271'404 CHF | 91'968 CHF | 98.84% | 98.84% |
03.05.2024 | 1.68% | 0.56 CHF | 0.57 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 265'846 CHF | 90'116 CHF | 98.85% | 98.85% |
02.05.2024 | 1.60% | 0.57 CHF | 0.58 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 279'242 CHF | 94'581 CHF | 98.95% | 98.95% |