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 | 0.85% | 1.22 CHF | 1.23 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 349'818 CHF | 117'606 CHF | 98.95% | 98.95% |
15.05.2024 | 0.90% | 1.13 CHF | 1.14 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 332'041 CHF | 111'680 CHF | 99.54% | 99.54% |
14.05.2024 | 0.93% | 1.09 CHF | 1.10 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 319'446 CHF | 107'482 CHF | 99.16% | 99.16% |
13.05.2024 | 1.03% | 0.98 CHF | 0.99 CHF | 300'000 | 100'000 | 301'243 | 100'414 | 291'201 CHF | 98'071 CHF | 98.99% | 98.99% |
10.05.2024 | 0.93% | 1.04 CHF | 1.05 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 320'304 CHF | 107'768 CHF | 99.55% | 99.55% |
08.05.2024 | 0.90% | 1.10 CHF | 1.11 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 333'281 CHF | 112'094 CHF | 99.50% | 99.50% |
07.05.2024 | 0.93% | 1.13 CHF | 1.14 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 320'258 CHF | 107'753 CHF | 99.56% | 99.56% |
06.05.2024 | 0.97% | 1.02 CHF | 1.03 CHF | 300'000 | 100'000 | 300'132 | 100'044 | 309'238 CHF | 104'080 CHF | 99.48% | 99.48% |
03.05.2024 | 0.97% | 0.96 CHF | 0.97 CHF | 450'000 | 150'000 | 327'523 | 109'174 | 334'766 CHF | 112'680 CHF | 99.50% | 99.50% |
02.05.2024 | 1.00% | 0.99 CHF | 1.00 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 298'025 CHF | 100'342 CHF | 98.97% | 98.97% |