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 | 0.99% | 1.00 CHF | 1.01 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 300'181 CHF | 101'060 CHF | 98.90% | 98.90% |
15.05.2024 | 1.09% | 0.94 CHF | 0.95 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 272'616 CHF | 91'872 CHF | 99.12% | 99.12% |
14.05.2024 | 1.09% | 0.90 CHF | 0.91 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 273'749 CHF | 92'250 CHF | 98.24% | 98.24% |
13.05.2024 | 1.05% | 0.94 CHF | 0.95 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 283'104 CHF | 95'368 CHF | 95.17% | 95.17% |
10.05.2024 | 1.05% | 0.93 CHF | 0.94 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 283'934 CHF | 95'645 CHF | 98.91% | 98.91% |
08.05.2024 | 1.06% | 0.94 CHF | 0.95 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 420'873 CHF | 141'791 CHF | 98.82% | 98.82% |
07.05.2024 | 1.20% | 0.88 CHF | 0.89 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 373'082 CHF | 125'861 CHF | 99.14% | 99.14% |
06.05.2024 | 1.28% | 0.80 CHF | 0.81 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 350'466 CHF | 118'322 CHF | 98.77% | 98.77% |
03.05.2024 | 1.30% | 0.77 CHF | 0.78 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 343'249 CHF | 115'916 CHF | 98.36% | 98.36% |
02.05.2024 | 1.34% | 0.74 CHF | 0.75 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 334'100 CHF | 112'867 CHF | 98.82% | 98.82% |