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 | 0.95% | 1.03 CHF | 1.04 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 469'220 CHF | 157'907 CHF | 99.34% | 99.34% |
15.05.2024 | 0.86% | 1.11 CHF | 1.12 CHF | 450'000 | 150'000 | 332'130 | 110'710 | 384'517 CHF | 129'279 CHF | 99.40% | 99.40% |
14.05.2024 | 0.83% | 1.18 CHF | 1.19 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 359'469 CHF | 120'823 CHF | 98.85% | 98.85% |
13.05.2024 | 0.83% | 1.20 CHF | 1.21 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 357'946 CHF | 120'315 CHF | 99.38% | 99.38% |
10.05.2024 | 0.82% | 1.19 CHF | 1.20 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 365'230 CHF | 122'743 CHF | 99.38% | 99.38% |
08.05.2024 | 0.92% | 1.09 CHF | 1.10 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 484'606 CHF | 163'035 CHF | 99.37% | 99.37% |
07.05.2024 | 0.91% | 1.08 CHF | 1.09 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 490'477 CHF | 164'992 CHF | 99.39% | 99.39% |
06.05.2024 | 0.91% | 1.10 CHF | 1.11 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 492'535 CHF | 165'678 CHF | 99.37% | 99.37% |
03.05.2024 | 0.94% | 1.02 CHF | 1.03 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 476'993 CHF | 160'498 CHF | 99.22% | 99.22% |
02.05.2024 | 0.93% | 1.10 CHF | 1.11 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 484'201 CHF | 162'900 CHF | 99.32% | 99.32% |