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 | 1.01% | 0.98 CHF | 0.99 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 444'977 CHF | 149'826 CHF | 99.59% | 99.59% |
15.05.2024 | 1.07% | 0.94 CHF | 0.95 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 416'685 CHF | 140'395 CHF | 99.73% | 99.73% |
14.05.2024 | 1.07% | 0.90 CHF | 0.91 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 417'490 CHF | 140'663 CHF | 99.58% | 99.58% |
13.05.2024 | 1.03% | 0.96 CHF | 0.97 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 436'641 CHF | 147'047 CHF | 98.90% | 98.90% |
10.05.2024 | 1.02% | 1.00 CHF | 1.01 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 440'997 CHF | 148'499 CHF | 99.58% | 99.58% |
08.05.2024 | 1.06% | 0.93 CHF | 0.94 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 562'645 CHF | 189'548 CHF | 99.58% | 99.58% |
07.05.2024 | 1.04% | 0.96 CHF | 0.97 CHF | 600'000 | 200'000 | 591'409 | 197'136 | 566'836 CHF | 190'917 CHF | 99.58% | 99.58% |
06.05.2024 | 1.08% | 0.94 CHF | 0.95 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 550'794 CHF | 185'598 CHF | 99.58% | 99.58% |
03.05.2024 | 1.15% | 0.89 CHF | 0.90 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 517'707 CHF | 174'569 CHF | 99.41% | 99.41% |
02.05.2024 | 1.19% | 0.82 CHF | 0.83 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 500'565 CHF | 168'855 CHF | 99.53% | 99.53% |