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 | 1.03% | 0.86 CHF | 0.87 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 726'944 CHF | 244'815 CHF | 98.75% | 98.75% |
15.05.2024 | 1.15% | 0.92 CHF | 0.93 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 647'177 CHF | 218'226 CHF | 98.13% | 98.13% |
14.05.2024 | 1.30% | 0.85 CHF | 0.86 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 574'884 CHF | 194'128 CHF | 97.62% | 97.62% |
13.05.2024 | 1.17% | 0.82 CHF | 0.83 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 635'696 CHF | 214'399 CHF | 99.07% | 99.07% |
10.05.2024 | 1.06% | 0.85 CHF | 0.86 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 707'476 CHF | 238'325 CHF | 93.88% | 93.88% |
08.05.2024 | 1.04% | 0.96 CHF | 0.97 CHF | 750'000 | 250'000 | 735'552 | 245'184 | 702'964 CHF | 236'773 CHF | 98.39% | 98.39% |
07.05.2024 | 0.90% | 1.06 CHF | 1.07 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 664'620 CHF | 223'540 CHF | 98.87% | 98.87% |
06.05.2024 | 0.87% | 1.14 CHF | 1.15 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 688'395 CHF | 231'465 CHF | 98.55% | 98.55% |
03.05.2024 | 0.91% | 1.05 CHF | 1.06 CHF | 600'000 | 200'000 | 626'277 | 208'759 | 684'966 CHF | 230'410 CHF | 95.78% | 95.78% |
02.05.2024 | 0.95% | 1.11 CHF | 1.12 CHF | 600'000 | 200'000 | 746'062 | 248'687 | 778'421 CHF | 261'960 CHF | 98.71% | 98.71% |