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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.05.2024 | 0.95% | 1.04 CHF | 1.05 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 469'194 CHF | 157'898 CHF | 99.57% | 99.57% |
21.05.2024 | 0.96% | 1.01 CHF | 1.02 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 466'136 CHF | 156'879 CHF | 96.92% | 96.92% |
17.05.2024 | 0.99% | 1.03 CHF | 1.04 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 451'043 CHF | 151'848 CHF | 99.60% | 99.60% |
16.05.2024 | 0.94% | 1.05 CHF | 1.06 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 475'575 CHF | 160'025 CHF | 99.74% | 99.74% |
15.05.2024 | 1.00% | 1.01 CHF | 1.02 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 448'141 CHF | 150'880 CHF | 99.51% | 99.51% |
14.05.2024 | 1.00% | 0.97 CHF | 0.98 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 448'848 CHF | 151'116 CHF | 99.61% | 99.61% |
13.05.2024 | 0.96% | 1.03 CHF | 1.04 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 467'080 CHF | 157'193 CHF | 98.92% | 98.92% |
10.05.2024 | 0.95% | 1.06 CHF | 1.07 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 471'017 CHF | 158'506 CHF | 99.57% | 99.57% |
08.05.2024 | 0.99% | 1.00 CHF | 1.01 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 604'935 CHF | 203'645 CHF | 99.56% | 99.56% |
07.05.2024 | 0.97% | 1.03 CHF | 1.04 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 618'563 CHF | 208'188 CHF | 99.60% | 99.60% |