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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.97% | 1.04 CHF | 1.05 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 461'362 CHF | 155'287 CHF | 98.92% | 98.92% |
16.05.2024 | 0.98% | 1.01 CHF | 1.02 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 458'997 CHF | 154'499 CHF | 99.05% | 99.05% |
15.05.2024 | 0.98% | 0.99 CHF | 1.00 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 458'560 CHF | 154'353 CHF | 98.40% | 98.40% |
14.05.2024 | 1.01% | 1.01 CHF | 1.02 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 441'725 CHF | 148'742 CHF | 99.56% | 99.56% |
13.05.2024 | 0.96% | 1.05 CHF | 1.06 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 468'461 CHF | 157'654 CHF | 98.65% | 98.65% |
10.05.2024 | 0.95% | 1.04 CHF | 1.05 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 469'734 CHF | 158'078 CHF | 96.95% | 96.95% |
08.05.2024 | 1.02% | 0.98 CHF | 0.99 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 438'918 CHF | 147'806 CHF | 99.35% | 99.35% |
07.05.2024 | 1.12% | 0.90 CHF | 0.91 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 398'541 CHF | 134'347 CHF | 99.57% | 99.57% |
06.05.2024 | 1.22% | 0.83 CHF | 0.84 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 367'340 CHF | 123'947 CHF | 99.55% | 99.55% |
03.05.2024 | 1.34% | 0.72 CHF | 0.73 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 332'949 CHF | 112'483 CHF | 98.64% | 98.64% |