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 | 0.80% | 1.26 CHF | 1.27 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 561'480 CHF | 188'660 CHF | 99.37% | 99.37% |
15.05.2024 | 0.82% | 1.23 CHF | 1.24 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 544'276 CHF | 182'925 CHF | 99.38% | 99.38% |
14.05.2024 | 0.87% | 1.14 CHF | 1.15 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 513'449 CHF | 172'650 CHF | 99.36% | 99.36% |
13.05.2024 | 0.90% | 1.13 CHF | 1.14 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 500'541 CHF | 168'347 CHF | 98.79% | 98.79% |
10.05.2024 | 1.01% | 1.00 CHF | 1.01 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 445'506 CHF | 150'002 CHF | 99.37% | 99.37% |
08.05.2024 | 1.18% | 0.84 CHF | 0.85 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 380'735 CHF | 128'412 CHF | 99.38% | 99.38% |
07.05.2024 | 1.33% | 0.75 CHF | 0.76 CHF | 600'000 | 200'000 | 579'438 | 193'146 | 432'332 CHF | 146'042 CHF | 98.16% | 98.16% |
06.05.2024 | 1.28% | 0.80 CHF | 0.81 CHF | 450'000 | 150'000 | 475'403 | 158'468 | 369'972 CHF | 124'909 CHF | 99.38% | 99.38% |
03.05.2024 | 1.27% | 0.76 CHF | 0.77 CHF | 600'000 | 200'000 | 468'964 | 156'321 | 365'886 CHF | 123'525 CHF | 99.35% | 99.35% |
02.05.2024 | 1.31% | 0.75 CHF | 0.76 CHF | 600'000 | 200'000 | 586'409 | 195'470 | 445'677 CHF | 150'514 CHF | 99.36% | 99.36% |