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 | 0.72% | 1.39 CHF | 1.40 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 415'287 CHF | 139'429 CHF | 98.95% | 98.95% |
15.05.2024 | 0.77% | 1.32 CHF | 1.33 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 387'076 CHF | 130'025 CHF | 99.11% | 99.11% |
14.05.2024 | 0.77% | 1.28 CHF | 1.29 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 388'030 CHF | 130'343 CHF | 98.23% | 98.23% |
13.05.2024 | 0.75% | 1.33 CHF | 1.34 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 397'193 CHF | 133'398 CHF | 95.17% | 95.17% |
10.05.2024 | 0.75% | 1.31 CHF | 1.32 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 397'599 CHF | 133'533 CHF | 98.92% | 98.92% |
08.05.2024 | 0.76% | 1.31 CHF | 1.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 591'365 CHF | 198'622 CHF | 98.82% | 98.82% |
07.05.2024 | 0.82% | 1.26 CHF | 1.27 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 544'433 CHF | 182'978 CHF | 99.15% | 99.15% |
06.05.2024 | 0.86% | 1.18 CHF | 1.19 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 520'068 CHF | 174'856 CHF | 98.77% | 98.77% |
03.05.2024 | 0.88% | 1.14 CHF | 1.15 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 509'660 CHF | 171'387 CHF | 98.36% | 98.36% |
02.05.2024 | 0.89% | 1.11 CHF | 1.12 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 501'908 CHF | 168'803 CHF | 98.82% | 98.82% |