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 | 0.82% | 1.20 CHF | 1.21 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 545'643 CHF | 183'381 CHF | 98.47% | 98.47% |
15.05.2024 | 0.87% | 1.18 CHF | 1.19 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 517'766 CHF | 174'089 CHF | 98.33% | 98.33% |
14.05.2024 | 0.88% | 1.16 CHF | 1.17 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 509'352 CHF | 171'284 CHF | 99.36% | 99.36% |
13.05.2024 | 0.88% | 1.13 CHF | 1.14 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 507'076 CHF | 170'525 CHF | 98.93% | 98.93% |
10.05.2024 | 0.88% | 1.12 CHF | 1.13 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 511'798 CHF | 172'099 CHF | 99.38% | 99.38% |
08.05.2024 | 0.90% | 1.11 CHF | 1.12 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 495'281 CHF | 166'594 CHF | 99.35% | 99.35% |
07.05.2024 | 0.95% | 1.08 CHF | 1.09 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 471'887 CHF | 158'796 CHF | 94.65% | 94.65% |
06.05.2024 | 0.96% | 1.04 CHF | 1.05 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 467'950 CHF | 157'483 CHF | 99.37% | 99.37% |
03.05.2024 | 1.01% | 1.01 CHF | 1.02 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 442'594 CHF | 149'031 CHF | 99.35% | 99.35% |
02.05.2024 | 1.05% | 0.95 CHF | 0.96 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 425'476 CHF | 143'325 CHF | 99.36% | 99.36% |