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 | 0.91% | 1.08 CHF | 1.09 CHF | 450'000 | 150'000 | 450'000 | 149'991 | 491'273 CHF | 165'247 CHF | 98.33% | 98.33% |
15.05.2024 | 0.91% | 1.13 CHF | 1.14 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 491'883 CHF | 165'461 CHF | 98.15% | 98.15% |
14.05.2024 | 0.96% | 1.04 CHF | 1.05 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 464'811 CHF | 156'437 CHF | 98.74% | 98.74% |
13.05.2024 | 1.01% | 0.99 CHF | 1.00 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 445'126 CHF | 149'875 CHF | 93.30% | 93.30% |
10.05.2024 | 1.01% | 1.00 CHF | 1.01 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 443'762 CHF | 149'421 CHF | 98.74% | 98.74% |
08.05.2024 | 1.17% | 0.86 CHF | 0.87 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 380'885 CHF | 128'462 CHF | 98.72% | 98.72% |
07.05.2024 | 1.20% | 0.85 CHF | 0.86 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 373'657 CHF | 126'052 CHF | 98.42% | 98.42% |
06.05.2024 | 1.26% | 0.78 CHF | 0.79 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 354'445 CHF | 119'648 CHF | 98.68% | 98.68% |
03.05.2024 | 1.25% | 0.80 CHF | 0.81 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 358'796 CHF | 121'098 CHF | 98.70% | 98.70% |
02.05.2024 | 1.26% | 0.79 CHF | 0.80 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 356'053 CHF | 120'184 CHF | 98.52% | 98.52% |