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 | 1.01% | 0.96 CHF | 0.97 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 590'302 CHF | 198'767 CHF | 98.74% | 98.74% |
15.05.2024 | 0.95% | 0.98 CHF | 0.99 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 629'412 CHF | 211'804 CHF | 98.69% | 98.69% |
14.05.2024 | 1.04% | 0.96 CHF | 0.97 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 571'391 CHF | 192'464 CHF | 98.80% | 98.80% |
13.05.2024 | 1.02% | 1.00 CHF | 1.00 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 586'496 CHF | 197'499 CHF | 93.45% | 93.45% |
10.05.2024 | 1.03% | 1.00 CHF | 1.01 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 582'272 CHF | 196'091 CHF | 98.80% | 98.80% |
08.05.2024 | 0.97% | 1.03 CHF | 1.05 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 614'851 CHF | 206'950 CHF | 98.72% | 98.72% |
07.05.2024 | 1.01% | 1.00 CHF | 1.01 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 592'688 CHF | 199'563 CHF | 98.73% | 98.73% |
06.05.2024 | 1.05% | 0.94 CHF | 0.95 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 569'612 CHF | 191'871 CHF | 98.81% | 98.81% |
03.05.2024 | 1.00% | 1.01 CHF | 1.02 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 598'101 CHF | 201'367 CHF | 98.73% | 98.73% |
02.05.2024 | 0.97% | 0.99 CHF | 1.00 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 613'961 CHF | 206'654 CHF | 98.77% | 98.77% |