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 | 0.96% | 1.04 CHF | 1.05 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 464'163 CHF | 156'221 CHF | 99.37% | 99.37% |
15.05.2024 | 1.00% | 1.01 CHF | 1.02 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 448'067 CHF | 150'856 CHF | 99.38% | 99.38% |
14.05.2024 | 1.07% | 0.93 CHF | 0.94 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 419'063 CHF | 141'188 CHF | 99.36% | 99.36% |
13.05.2024 | 1.10% | 0.92 CHF | 0.93 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 407'050 CHF | 137'183 CHF | 98.80% | 98.80% |
10.05.2024 | 1.26% | 0.80 CHF | 0.81 CHF | 600'000 | 200'000 | 536'526 | 178'842 | 423'483 CHF | 142'949 CHF | 99.36% | 99.36% |
08.05.2024 | 1.50% | 0.65 CHF | 0.66 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 397'229 CHF | 134'410 CHF | 99.37% | 99.37% |
07.05.2024 | 1.72% | 0.58 CHF | 0.59 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 345'318 CHF | 117'106 CHF | 98.16% | 98.16% |
06.05.2024 | 1.63% | 0.62 CHF | 0.63 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 364'324 CHF | 123'441 CHF | 99.38% | 99.38% |
03.05.2024 | 1.63% | 0.59 CHF | 0.60 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 365'200 CHF | 123'733 CHF | 99.35% | 99.35% |
02.05.2024 | 1.68% | 0.58 CHF | 0.59 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 355'021 CHF | 120'340 CHF | 99.36% | 99.36% |