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 | 0.92% | 1.06 CHF | 1.07 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 485'444 CHF | 163'315 CHF | 98.15% | 98.15% |
15.05.2024 | 1.01% | 1.02 CHF | 1.03 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 441'919 CHF | 148'806 CHF | 95.55% | 95.55% |
14.05.2024 | 1.01% | 1.00 CHF | 1.01 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 441'586 CHF | 148'695 CHF | 97.48% | 97.48% |
13.05.2024 | 1.04% | 0.96 CHF | 0.97 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 430'515 CHF | 145'005 CHF | 93.30% | 93.30% |
10.05.2024 | 0.99% | 1.01 CHF | 1.02 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 454'403 CHF | 152'968 CHF | 96.57% | 96.57% |
08.05.2024 | 1.08% | 0.95 CHF | 0.96 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 415'347 CHF | 139'949 CHF | 98.47% | 98.47% |
07.05.2024 | 1.25% | 0.83 CHF | 0.84 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 358'924 CHF | 121'141 CHF | 97.52% | 97.52% |
06.05.2024 | 1.20% | 0.82 CHF | 0.83 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 373'240 CHF | 125'913 CHF | 98.29% | 98.29% |
03.05.2024 | 1.33% | 0.79 CHF | 0.80 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 339'864 CHF | 114'788 CHF | 97.85% | 97.85% |
02.05.2024 | 1.81% | 0.54 CHF | 0.55 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 246'829 CHF | 83'776 CHF | 97.40% | 97.40% |