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 | 0.94% | 1.11 CHF | 1.12 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 476'437 CHF | 160'312 CHF | 98.91% | 98.91% |
15.05.2024 | 0.92% | 1.04 CHF | 1.05 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 487'586 CHF | 164'029 CHF | 98.81% | 98.81% |
14.05.2024 | 0.89% | 1.12 CHF | 1.13 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 501'720 CHF | 168'740 CHF | 98.90% | 98.90% |
13.05.2024 | 0.91% | 1.11 CHF | 1.12 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 490'998 CHF | 165'166 CHF | 93.58% | 93.58% |
10.05.2024 | 0.94% | 1.05 CHF | 1.06 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 477'016 CHF | 160'505 CHF | 98.89% | 98.89% |
08.05.2024 | 0.81% | 1.22 CHF | 1.23 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 550'632 CHF | 185'044 CHF | 98.82% | 98.82% |
07.05.2024 | 0.80% | 1.21 CHF | 1.22 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 559'935 CHF | 188'145 CHF | 97.91% | 97.91% |
06.05.2024 | 0.61% | 1.60 CHF | 1.61 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 731'170 CHF | 245'223 CHF | 98.84% | 98.84% |
03.05.2024 | 0.61% | 1.66 CHF | 1.67 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 737'090 CHF | 247'197 CHF | 98.86% | 98.86% |
02.05.2024 | 0.62% | 1.67 CHF | 1.68 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 725'563 CHF | 243'354 CHF | 98.93% | 98.93% |