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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 0.88% | 1.14 CHF | 1.15 CHF | 600'000 | 150'000 | 600'000 | 150'000 | 679'064 CHF | 171'266 CHF | 99.25% | 99.25% |
22.05.2024 | 0.89% | 1.08 CHF | 1.09 CHF | 600'000 | 150'000 | 600'000 | 150'000 | 672'464 CHF | 169'616 CHF | 99.38% | 99.38% |
21.05.2024 | 0.80% | 1.20 CHF | 1.21 CHF | 600'000 | 150'000 | 600'000 | 150'000 | 745'182 CHF | 187'796 CHF | 99.27% | 99.27% |
17.05.2024 | 0.77% | 1.30 CHF | 1.31 CHF | 600'000 | 150'000 | 600'000 | 150'000 | 778'478 CHF | 196'120 CHF | 99.14% | 99.14% |
16.05.2024 | 1.11% | 0.96 CHF | 0.97 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 539'220 CHF | 181'740 CHF | 99.36% | 99.36% |
15.05.2024 | 1.12% | 0.94 CHF | 0.95 CHF | 600'000 | 200'000 | 606'244 | 202'081 | 537'334 CHF | 181'132 CHF | 99.15% | 99.15% |
14.05.2024 | 1.10% | 0.91 CHF | 0.92 CHF | 600'000 | 200'000 | 613'942 | 204'647 | 553'013 CHF | 186'384 CHF | 99.35% | 99.35% |
13.05.2024 | 1.15% | 0.85 CHF | 0.86 CHF | 750'000 | 250'000 | 706'425 | 235'475 | 609'378 CHF | 205'481 CHF | 98.84% | 98.84% |
10.05.2024 | 1.13% | 0.88 CHF | 0.89 CHF | 600'000 | 200'000 | 613'332 | 204'444 | 539'764 CHF | 181'966 CHF | 99.36% | 99.36% |
08.05.2024 | 1.31% | 0.78 CHF | 0.79 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 571'055 CHF | 192'852 CHF | 99.37% | 99.37% |