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 | 0.84% | 1.20 CHF | 1.21 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 536'695 CHF | 180'398 CHF | 99.37% | 99.37% |
15.05.2024 | 0.86% | 1.18 CHF | 1.19 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 521'996 CHF | 175'499 CHF | 99.53% | 99.53% |
14.05.2024 | 0.91% | 1.10 CHF | 1.11 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 492'950 CHF | 165'817 CHF | 99.37% | 99.37% |
13.05.2024 | 0.93% | 1.08 CHF | 1.09 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 479'675 CHF | 161'392 CHF | 98.79% | 98.79% |
10.05.2024 | 1.05% | 0.96 CHF | 0.97 CHF | 450'000 | 150'000 | 454'450 | 151'483 | 431'273 CHF | 145'272 CHF | 99.37% | 99.37% |
08.05.2024 | 1.22% | 0.81 CHF | 0.82 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 489'066 CHF | 165'022 CHF | 99.37% | 99.37% |
07.05.2024 | 1.37% | 0.73 CHF | 0.74 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 433'854 CHF | 146'618 CHF | 98.15% | 98.15% |
06.05.2024 | 1.31% | 0.77 CHF | 0.78 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 454'271 CHF | 153'424 CHF | 99.38% | 99.38% |
03.05.2024 | 1.31% | 0.74 CHF | 0.75 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 454'625 CHF | 153'542 CHF | 99.35% | 99.35% |
02.05.2024 | 1.34% | 0.73 CHF | 0.74 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 443'205 CHF | 149'735 CHF | 99.35% | 99.35% |