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 | 0.88% | 1.13 CHF | 1.14 CHF | 500'000 | 500'000 | 304'303 | 304'303 | 345'050 CHF | 348'093 CHF | 99.67% | 99.67% |
15.05.2024 | 0.98% | 1.09 CHF | 1.10 CHF | 500'000 | 500'000 | 304'936 | 304'936 | 311'129 CHF | 314'178 CHF | 98.53% | 98.53% |
14.05.2024 | 1.05% | 0.97 CHF | 0.98 CHF | 500'000 | 500'000 | 305'311 | 305'311 | 290'585 CHF | 293'638 CHF | 97.84% | 97.84% |
13.05.2024 | 0.99% | 0.95 CHF | 0.96 CHF | 500'000 | 500'000 | 305'388 | 305'388 | 304'470 CHF | 307'523 CHF | 97.76% | 97.76% |
10.05.2024 | 1.04% | 0.95 CHF | 0.96 CHF | 500'000 | 500'000 | 303'279 | 303'279 | 290'350 CHF | 293'383 CHF | 98.60% | 98.60% |
08.05.2024 | 1.11% | 0.92 CHF | 0.93 CHF | 500'000 | 500'000 | 304'463 | 304'463 | 272'912 CHF | 275'957 CHF | 99.41% | 99.41% |
07.05.2024 | 1.05% | 0.94 CHF | 0.95 CHF | 500'000 | 500'000 | 304'284 | 304'284 | 287'759 CHF | 290'802 CHF | 99.65% | 99.65% |
06.05.2024 | 1.16% | 0.89 CHF | 0.90 CHF | 500'000 | 500'000 | 304'288 | 304'288 | 261'510 CHF | 264'553 CHF | 99.63% | 99.63% |
03.05.2024 | 1.36% | 0.81 CHF | 0.82 CHF | 500'000 | 500'000 | 303'226 | 303'226 | 226'442 CHF | 229'475 CHF | 98.70% | 98.70% |
02.05.2024 | 1.45% | 0.68 CHF | 0.69 CHF | 500'000 | 500'000 | 303'604 | 303'604 | 206'742 CHF | 209'778 CHF | 99.30% | 99.30% |