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% | 1.14 CHF | 1.15 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 508'701 CHF | 171'067 CHF | 99.37% | 99.37% |
15.05.2024 | 0.91% | 1.11 CHF | 1.12 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 493'206 CHF | 165'902 CHF | 99.53% | 99.53% |
14.05.2024 | 0.96% | 1.04 CHF | 1.05 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 465'763 CHF | 156'754 CHF | 99.36% | 99.36% |
13.05.2024 | 0.99% | 1.02 CHF | 1.03 CHF | 450'000 | 150'000 | 466'212 | 155'404 | 467'054 CHF | 157'239 CHF | 98.79% | 98.79% |
10.05.2024 | 1.11% | 0.91 CHF | 0.92 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 536'286 CHF | 180'762 CHF | 99.36% | 99.36% |
08.05.2024 | 1.30% | 0.76 CHF | 0.77 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 459'961 CHF | 155'320 CHF | 99.37% | 99.37% |
07.05.2024 | 1.46% | 0.69 CHF | 0.70 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 408'501 CHF | 138'167 CHF | 98.15% | 98.15% |
06.05.2024 | 1.39% | 0.73 CHF | 0.74 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 429'088 CHF | 145'029 CHF | 99.37% | 99.37% |
03.05.2024 | 1.39% | 0.70 CHF | 0.71 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 428'757 CHF | 144'919 CHF | 99.34% | 99.34% |
02.05.2024 | 1.42% | 0.69 CHF | 0.70 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 418'910 CHF | 141'637 CHF | 99.36% | 99.36% |