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 | 0.94% | 1.05 CHF | 1.06 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 478'305 CHF | 160'935 CHF | 99.57% | 99.57% |
15.05.2024 | 1.01% | 1.00 CHF | 1.01 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 442'184 CHF | 148'895 CHF | 99.71% | 99.71% |
14.05.2024 | 1.01% | 0.95 CHF | 0.96 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 441'864 CHF | 148'788 CHF | 99.63% | 99.63% |
13.05.2024 | 0.96% | 1.02 CHF | 1.03 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 465'427 CHF | 156'642 CHF | 98.92% | 98.92% |
10.05.2024 | 0.95% | 1.07 CHF | 1.08 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 470'968 CHF | 158'489 CHF | 99.55% | 99.55% |
08.05.2024 | 1.00% | 0.99 CHF | 1.00 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 445'826 CHF | 150'109 CHF | 99.59% | 99.59% |
07.05.2024 | 0.98% | 1.02 CHF | 1.03 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 455'084 CHF | 153'195 CHF | 99.56% | 99.56% |
06.05.2024 | 1.04% | 0.99 CHF | 1.00 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 431'710 CHF | 145'403 CHF | 99.58% | 99.58% |
03.05.2024 | 1.12% | 0.93 CHF | 0.94 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 400'558 CHF | 135'019 CHF | 99.43% | 99.43% |
02.05.2024 | 1.16% | 0.84 CHF | 0.85 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 384'231 CHF | 129'577 CHF | 99.58% | 99.58% |