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 | 0.87% | 1.12 CHF | 1.13 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 342'312 CHF | 115'104 CHF | 98.48% | 98.48% |
15.05.2024 | 0.93% | 1.11 CHF | 1.12 CHF | 300'000 | 100'000 | 444'400 | 148'133 | 476'885 CHF | 160'443 CHF | 98.33% | 98.33% |
14.05.2024 | 0.95% | 1.08 CHF | 1.09 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 473'099 CHF | 159'200 CHF | 99.36% | 99.36% |
13.05.2024 | 0.95% | 1.05 CHF | 1.06 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 471'346 CHF | 158'615 CHF | 98.93% | 98.93% |
10.05.2024 | 0.94% | 1.04 CHF | 1.05 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 477'503 CHF | 160'668 CHF | 99.38% | 99.38% |
08.05.2024 | 0.98% | 1.03 CHF | 1.04 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 459'121 CHF | 154'540 CHF | 99.35% | 99.35% |
07.05.2024 | 1.03% | 0.99 CHF | 1.00 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 434'071 CHF | 146'190 CHF | 94.66% | 94.66% |
06.05.2024 | 1.04% | 0.96 CHF | 0.97 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 430'133 CHF | 144'878 CHF | 99.36% | 99.36% |
03.05.2024 | 1.11% | 0.92 CHF | 0.93 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 402'800 CHF | 135'767 CHF | 99.34% | 99.34% |
02.05.2024 | 1.17% | 0.86 CHF | 0.87 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 383'262 CHF | 129'254 CHF | 99.37% | 99.37% |