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 | 0.94% | 1.04 CHF | 1.05 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 479'110 CHF | 161'204 CHF | 97.83% | 97.83% |
15.05.2024 | 1.00% | 1.01 CHF | 1.02 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 449'748 CHF | 151'416 CHF | 98.04% | 98.04% |
14.05.2024 | 0.96% | 1.05 CHF | 1.06 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 464'810 CHF | 156'437 CHF | 92.42% | 92.42% |
13.05.2024 | 0.95% | 1.05 CHF | 1.06 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 472'406 CHF | 158'969 CHF | 90.39% | 90.39% |
10.05.2024 | 0.95% | 1.03 CHF | 1.04 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 472'426 CHF | 158'975 CHF | 95.75% | 95.75% |
08.05.2024 | 0.94% | 1.05 CHF | 1.06 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 317'636 CHF | 106'879 CHF | 93.98% | 93.98% |
07.05.2024 | 0.99% | 1.04 CHF | 1.05 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 302'294 CHF | 101'765 CHF | 92.85% | 92.85% |
06.05.2024 | 1.05% | 0.97 CHF | 0.98 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 283'099 CHF | 95'366 CHF | 97.04% | 97.04% |
03.05.2024 | 1.11% | 0.85 CHF | 0.86 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 269'200 CHF | 90'734 CHF | 98.04% | 98.04% |
02.05.2024 | 1.07% | 0.93 CHF | 0.94 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 280'203 CHF | 94'401 CHF | 95.84% | 95.84% |