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 | 0.86% | 1.17 CHF | 1.18 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 523'191 CHF | 175'897 CHF | 99.37% | 99.37% |
15.05.2024 | 0.88% | 1.15 CHF | 1.16 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 509'612 CHF | 171'371 CHF | 99.38% | 99.38% |
14.05.2024 | 0.93% | 1.07 CHF | 1.08 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 479'738 CHF | 161'413 CHF | 99.36% | 99.36% |
13.05.2024 | 0.96% | 1.06 CHF | 1.07 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 467'834 CHF | 157'445 CHF | 98.79% | 98.79% |
10.05.2024 | 1.08% | 0.93 CHF | 0.94 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 414'825 CHF | 139'775 CHF | 99.37% | 99.37% |
08.05.2024 | 1.27% | 0.78 CHF | 0.79 CHF | 600'000 | 200'000 | 598'080 | 199'360 | 469'682 CHF | 158'554 CHF | 99.37% | 99.37% |
07.05.2024 | 1.43% | 0.70 CHF | 0.71 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 415'661 CHF | 140'554 CHF | 98.16% | 98.16% |
06.05.2024 | 1.37% | 0.74 CHF | 0.75 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 435'950 CHF | 147'317 CHF | 99.38% | 99.38% |
03.05.2024 | 1.37% | 0.71 CHF | 0.72 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 436'308 CHF | 147'436 CHF | 99.35% | 99.35% |
02.05.2024 | 1.40% | 0.70 CHF | 0.71 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 424'593 CHF | 143'531 CHF | 99.35% | 99.35% |