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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 1.01% | 1.01 CHF | 1.02 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 443'411 CHF | 149'304 CHF | 95.64% | 95.64% |
22.05.2024 | 0.90% | 1.02 CHF | 1.03 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 501'170 CHF | 168'557 CHF | 98.32% | 98.32% |
21.05.2024 | 0.89% | 1.15 CHF | 1.16 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 504'500 CHF | 169'667 CHF | 96.31% | 96.31% |
17.05.2024 | 0.87% | 1.11 CHF | 1.12 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 513'168 CHF | 172'556 CHF | 98.23% | 98.23% |
16.05.2024 | 0.99% | 1.07 CHF | 1.08 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 454'302 CHF | 152'934 CHF | 98.93% | 98.93% |
15.05.2024 | 0.96% | 0.99 CHF | 1.00 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 465'411 CHF | 156'637 CHF | 98.80% | 98.80% |
14.05.2024 | 0.93% | 1.07 CHF | 1.08 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 479'603 CHF | 161'368 CHF | 98.90% | 98.90% |
13.05.2024 | 0.96% | 1.06 CHF | 1.07 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 468'819 CHF | 157'773 CHF | 93.63% | 93.63% |
10.05.2024 | 0.98% | 1.00 CHF | 1.01 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 455'027 CHF | 153'176 CHF | 98.89% | 98.89% |
08.05.2024 | 0.85% | 1.17 CHF | 1.18 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 528'629 CHF | 177'710 CHF | 98.82% | 98.82% |