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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 1.08% | 0.92 CHF | 0.93 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 414'118 CHF | 139'539 CHF | 97.88% | 97.88% |
16.05.2024 | 0.91% | 1.10 CHF | 1.11 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 494'911 CHF | 166'470 CHF | 97.18% | 97.18% |
15.05.2024 | 0.95% | 1.07 CHF | 1.08 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 470'786 CHF | 158'429 CHF | 99.06% | 99.06% |
14.05.2024 | 0.95% | 1.02 CHF | 1.03 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 472'590 CHF | 159'030 CHF | 97.37% | 97.37% |
13.05.2024 | 0.96% | 1.03 CHF | 1.04 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 465'165 CHF | 156'555 CHF | 93.11% | 93.11% |
10.05.2024 | 0.93% | 1.05 CHF | 1.06 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 480'224 CHF | 161'575 CHF | 98.71% | 98.71% |
08.05.2024 | 1.04% | 0.98 CHF | 0.99 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 429'313 CHF | 144'604 CHF | 96.76% | 96.76% |
07.05.2024 | 1.09% | 0.94 CHF | 0.95 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 409'743 CHF | 138'081 CHF | 97.07% | 97.07% |
06.05.2024 | 1.15% | 0.86 CHF | 0.87 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 390'522 CHF | 131'674 CHF | 90.34% | 90.34% |
03.05.2024 | 1.18% | 0.85 CHF | 0.86 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 377'914 CHF | 127'471 CHF | 94.93% | 94.93% |