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 | 0.89% | 1.11 CHF | 1.12 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 504'937 CHF | 169'812 CHF | 99.74% | 99.74% |
15.05.2024 | 0.95% | 1.06 CHF | 1.07 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 471'768 CHF | 158'756 CHF | 99.70% | 99.70% |
14.05.2024 | 0.95% | 1.02 CHF | 1.03 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 471'954 CHF | 158'818 CHF | 99.61% | 99.61% |
13.05.2024 | 0.91% | 1.08 CHF | 1.09 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 493'565 CHF | 166'022 CHF | 98.90% | 98.90% |
10.05.2024 | 0.90% | 1.13 CHF | 1.14 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 498'186 CHF | 167'562 CHF | 99.52% | 99.52% |
08.05.2024 | 0.94% | 1.05 CHF | 1.06 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 475'574 CHF | 160'025 CHF | 99.55% | 99.55% |
07.05.2024 | 0.92% | 1.08 CHF | 1.09 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 484'672 CHF | 163'057 CHF | 99.57% | 99.57% |
06.05.2024 | 0.97% | 1.06 CHF | 1.07 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 463'391 CHF | 155'964 CHF | 99.53% | 99.53% |
03.05.2024 | 1.03% | 1.00 CHF | 1.01 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 435'099 CHF | 146'533 CHF | 99.49% | 99.49% |
02.05.2024 | 1.07% | 0.92 CHF | 0.93 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 419'961 CHF | 141'487 CHF | 99.57% | 99.57% |