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 | 0.77% | 1.30 CHF | 1.31 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 585'755 CHF | 196'752 CHF | 99.36% | 99.36% |
15.05.2024 | 0.80% | 1.27 CHF | 1.28 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 563'370 CHF | 189'290 CHF | 99.12% | 99.12% |
14.05.2024 | 0.83% | 1.21 CHF | 1.22 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 538'175 CHF | 180'892 CHF | 99.36% | 99.36% |
13.05.2024 | 0.87% | 1.15 CHF | 1.16 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 515'801 CHF | 173'434 CHF | 98.90% | 98.90% |
10.05.2024 | 0.83% | 1.20 CHF | 1.21 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 540'775 CHF | 181'758 CHF | 99.36% | 99.36% |
08.05.2024 | 0.88% | 1.13 CHF | 1.14 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 506'428 CHF | 170'309 CHF | 99.36% | 99.36% |
07.05.2024 | 0.87% | 1.14 CHF | 1.15 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 512'831 CHF | 172'444 CHF | 99.36% | 99.36% |
06.05.2024 | 0.89% | 1.13 CHF | 1.14 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 503'588 CHF | 169'363 CHF | 99.36% | 99.36% |
03.05.2024 | 0.95% | 1.09 CHF | 1.10 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 471'082 CHF | 158'527 CHF | 99.18% | 99.18% |
02.05.2024 | 1.11% | 0.90 CHF | 0.91 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 402'176 CHF | 135'559 CHF | 99.28% | 99.28% |