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 | 1.04% | 0.91 CHF | 0.92 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 430'794 CHF | 145'098 CHF | 98.94% | 98.94% |
15.05.2024 | 1.07% | 0.98 CHF | 0.99 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 419'136 CHF | 141'212 CHF | 98.80% | 98.80% |
14.05.2024 | 1.11% | 0.90 CHF | 0.91 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 404'177 CHF | 136'226 CHF | 98.91% | 98.91% |
13.05.2024 | 1.08% | 0.90 CHF | 0.91 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 413'749 CHF | 139'416 CHF | 93.66% | 93.66% |
10.05.2024 | 1.05% | 0.96 CHF | 0.97 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 428'071 CHF | 144'190 CHF | 98.89% | 98.89% |
08.05.2024 | 1.26% | 0.79 CHF | 0.80 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 354'236 CHF | 119'579 CHF | 98.82% | 98.82% |
07.05.2024 | 1.31% | 0.81 CHF | 0.82 CHF | 450'000 | 150'000 | 449'995 | 150'000 | 345'202 CHF | 116'569 CHF | 97.91% | 97.91% |
06.05.2024 | 2.57% | 0.41 CHF | 0.42 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 173'122 CHF | 59'207 CHF | 98.84% | 98.84% |
03.05.2024 | 2.65% | 0.35 CHF | 0.36 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 167'953 CHF | 57'484 CHF | 98.84% | 98.84% |
02.05.2024 | 2.47% | 0.35 CHF | 0.36 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 180'763 CHF | 61'754 CHF | 98.93% | 98.93% |