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 | 0.91% | 1.10 CHF | 1.11 CHF | 450'000 | 150'000 | 438'942 | 146'314 | 482'094 CHF | 162'161 CHF | 98.90% | 98.90% |
15.05.2024 | 0.98% | 1.04 CHF | 1.05 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 455'327 CHF | 153'276 CHF | 99.14% | 99.14% |
14.05.2024 | 0.98% | 1.00 CHF | 1.01 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 457'017 CHF | 153'839 CHF | 98.70% | 98.70% |
13.05.2024 | 0.95% | 1.04 CHF | 1.05 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 469'729 CHF | 158'076 CHF | 95.17% | 95.17% |
10.05.2024 | 0.95% | 1.03 CHF | 1.04 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 470'504 CHF | 158'335 CHF | 98.93% | 98.93% |
08.05.2024 | 0.96% | 1.03 CHF | 1.04 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 465'881 CHF | 156'794 CHF | 98.82% | 98.82% |
07.05.2024 | 1.06% | 0.99 CHF | 1.00 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 422'246 CHF | 142'249 CHF | 99.15% | 99.15% |
06.05.2024 | 1.12% | 0.91 CHF | 0.92 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 400'383 CHF | 134'961 CHF | 98.77% | 98.77% |
03.05.2024 | 1.14% | 0.88 CHF | 0.89 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 393'755 CHF | 132'752 CHF | 99.07% | 99.07% |
02.05.2024 | 1.16% | 0.85 CHF | 0.86 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 385'220 CHF | 129'907 CHF | 99.12% | 99.12% |