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 | 0.75% | 1.39 CHF | 1.40 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 200'317 CHF | 201'817 CHF | 99.23% | 99.23% |
15.05.2024 | 0.79% | 1.33 CHF | 1.34 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 188'720 CHF | 190'220 CHF | 98.95% | 98.95% |
14.05.2024 | 0.85% | 1.17 CHF | 1.18 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 176'621 CHF | 178'121 CHF | 98.43% | 98.43% |
13.05.2024 | 0.86% | 1.18 CHF | 1.19 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 172'843 CHF | 174'343 CHF | 99.26% | 99.26% |
10.05.2024 | 0.93% | 1.08 CHF | 1.09 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 160'102 CHF | 161'602 CHF | 96.59% | 96.59% |
08.05.2024 | 0.93% | 1.07 CHF | 1.08 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 160'337 CHF | 161'837 CHF | 99.33% | 99.33% |
07.05.2024 | 0.89% | 1.12 CHF | 1.13 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 167'281 CHF | 168'781 CHF | 99.31% | 99.31% |
06.05.2024 | 0.96% | 1.08 CHF | 1.09 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 155'955 CHF | 157'455 CHF | 99.29% | 99.29% |
03.05.2024 | 1.10% | 0.90 CHF | 0.91 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 135'513 CHF | 137'013 CHF | 99.23% | 99.23% |
02.05.2024 | 1.17% | 0.86 CHF | 0.87 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 127'515 CHF | 129'015 CHF | 99.25% | 99.25% |