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 | 0.84% | 1.18 CHF | 1.19 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 536'092 CHF | 180'197 CHF | 99.54% | 99.54% |
15.05.2024 | 0.89% | 1.14 CHF | 1.15 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 505'047 CHF | 169'849 CHF | 99.70% | 99.70% |
14.05.2024 | 0.89% | 1.10 CHF | 1.11 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 505'383 CHF | 169'961 CHF | 99.63% | 99.63% |
13.05.2024 | 0.85% | 1.16 CHF | 1.17 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 525'894 CHF | 176'798 CHF | 98.89% | 98.89% |
10.05.2024 | 0.84% | 1.20 CHF | 1.21 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 530'505 CHF | 178'335 CHF | 99.60% | 99.60% |
08.05.2024 | 0.88% | 1.13 CHF | 1.14 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 509'092 CHF | 171'197 CHF | 99.57% | 99.57% |
07.05.2024 | 0.86% | 1.16 CHF | 1.17 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 519'146 CHF | 174'549 CHF | 99.57% | 99.57% |
06.05.2024 | 0.90% | 1.13 CHF | 1.14 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 496'412 CHF | 166'971 CHF | 99.58% | 99.58% |
03.05.2024 | 0.95% | 1.08 CHF | 1.09 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 469'329 CHF | 157'943 CHF | 99.30% | 99.30% |
02.05.2024 | 0.98% | 1.00 CHF | 1.01 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 455'211 CHF | 153'237 CHF | 99.58% | 99.58% |