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 | 1.00% | 0.97 CHF | 0.98 CHF | 450'000 | 150'000 | 449'034 | 149'678 | 448'369 CHF | 150'953 CHF | 97.80% | 97.80% |
15.05.2024 | 1.07% | 0.94 CHF | 0.95 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 418'545 CHF | 141'015 CHF | 98.06% | 98.06% |
14.05.2024 | 1.03% | 0.98 CHF | 0.99 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 433'942 CHF | 146'147 CHF | 92.37% | 92.37% |
13.05.2024 | 1.01% | 0.99 CHF | 1.00 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 442'334 CHF | 148'945 CHF | 90.38% | 90.38% |
10.05.2024 | 1.01% | 0.97 CHF | 0.98 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 443'357 CHF | 149'286 CHF | 95.39% | 95.39% |
08.05.2024 | 0.94% | 1.05 CHF | 1.06 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 317'664 CHF | 106'888 CHF | 93.97% | 93.97% |
07.05.2024 | 0.99% | 1.04 CHF | 1.05 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 302'292 CHF | 101'764 CHF | 92.73% | 92.73% |
06.05.2024 | 1.05% | 0.97 CHF | 0.98 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 283'106 CHF | 95'369 CHF | 97.06% | 97.06% |
03.05.2024 | 1.11% | 0.85 CHF | 0.86 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 268'604 CHF | 90'535 CHF | 97.77% | 97.77% |
02.05.2024 | 1.07% | 0.93 CHF | 0.94 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 279'580 CHF | 94'194 CHF | 95.84% | 95.84% |