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 | 1.47% | 1.37 CHF | 1.39 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 673'818 CHF | 205'145 CHF | 98.49% | 98.49% |
15.05.2024 | 1.53% | 1.34 CHF | 1.36 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 649'298 CHF | 197'789 CHF | 98.32% | 98.32% |
14.05.2024 | 1.50% | 1.31 CHF | 1.33 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 659'594 CHF | 200'878 CHF | 99.36% | 99.36% |
13.05.2024 | 1.49% | 1.35 CHF | 1.37 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 667'004 CHF | 203'101 CHF | 98.92% | 98.92% |
10.05.2024 | 1.49% | 1.40 CHF | 1.42 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 667'682 CHF | 203'305 CHF | 99.37% | 99.37% |
08.05.2024 | 1.59% | 1.26 CHF | 1.28 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 625'707 CHF | 190'712 CHF | 99.37% | 99.37% |
07.05.2024 | 1.71% | 1.09 CHF | 1.11 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 580'784 CHF | 177'235 CHF | 94.40% | 94.40% |
06.05.2024 | 0.84% | 1.19 CHF | 1.20 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 589'526 CHF | 178'358 CHF | 99.36% | 99.36% |
03.05.2024 | 0.84% | 1.19 CHF | 1.20 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 590'829 CHF | 178'749 CHF | 99.35% | 99.35% |
02.05.2024 | 0.84% | 1.16 CHF | 1.17 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 589'933 CHF | 178'480 CHF | 99.36% | 99.36% |