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 | 1.09% | 1.00 CHF | 1.01 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 548'906 CHF | 184'969 CHF | 96.85% | 96.85% |
15.05.2024 | 1.25% | 0.86 CHF | 0.87 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 476'634 CHF | 160'878 CHF | 99.03% | 99.03% |
14.05.2024 | 1.35% | 0.76 CHF | 0.77 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 440'517 CHF | 148'839 CHF | 98.41% | 98.41% |
13.05.2024 | 1.31% | 0.78 CHF | 0.79 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 456'777 CHF | 154'259 CHF | 96.52% | 96.52% |
10.05.2024 | 1.26% | 0.76 CHF | 0.77 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 471'574 CHF | 159'191 CHF | 96.10% | 96.10% |
08.05.2024 | 1.24% | 0.79 CHF | 0.80 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 480'638 CHF | 162'213 CHF | 98.07% | 98.07% |
07.05.2024 | 1.21% | 0.85 CHF | 0.86 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 494'272 CHF | 166'758 CHF | 97.59% | 97.59% |
06.05.2024 | 1.24% | 0.83 CHF | 0.84 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 479'259 CHF | 161'753 CHF | 97.96% | 97.96% |
03.05.2024 | 1.44% | 0.70 CHF | 0.71 CHF | 600'000 | 200'000 | 686'786 | 228'929 | 473'729 CHF | 160'199 CHF | 97.41% | 97.41% |
02.05.2024 | 1.46% | 0.67 CHF | 0.68 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 408'391 CHF | 138'130 CHF | 96.35% | 96.35% |