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 | 0.80% | 1.23 CHF | 1.24 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 562'227 CHF | 188'909 CHF | 99.30% | 99.30% |
15.05.2024 | 0.83% | 1.21 CHF | 1.22 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 539'301 CHF | 181'267 CHF | 99.22% | 99.22% |
14.05.2024 | 0.86% | 1.20 CHF | 1.21 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 521'782 CHF | 175'427 CHF | 98.41% | 98.41% |
13.05.2024 | 0.82% | 1.16 CHF | 1.17 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 546'552 CHF | 183'684 CHF | 99.12% | 99.12% |
10.05.2024 | 0.80% | 1.20 CHF | 1.21 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 560'910 CHF | 188'470 CHF | 97.40% | 97.40% |
08.05.2024 | 0.84% | 1.24 CHF | 1.25 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 534'863 CHF | 179'788 CHF | 98.43% | 98.43% |
07.05.2024 | 0.87% | 1.17 CHF | 1.18 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 516'876 CHF | 173'792 CHF | 98.97% | 98.97% |
06.05.2024 | 0.93% | 1.10 CHF | 1.11 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 483'206 CHF | 162'569 CHF | 98.53% | 98.53% |
03.05.2024 | 1.02% | 1.03 CHF | 1.04 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 440'692 CHF | 148'397 CHF | 98.67% | 98.67% |
02.05.2024 | 1.03% | 0.96 CHF | 0.97 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 436'473 CHF | 146'991 CHF | 98.14% | 98.14% |