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 | 0.93% | 1.08 CHF | 1.09 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 481'566 CHF | 162'022 CHF | 99.36% | 99.36% |
15.05.2024 | 0.96% | 1.05 CHF | 1.06 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 464'398 CHF | 156'299 CHF | 99.38% | 99.38% |
14.05.2024 | 1.03% | 0.97 CHF | 0.98 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 434'012 CHF | 146'171 CHF | 99.36% | 99.36% |
13.05.2024 | 1.06% | 0.96 CHF | 0.97 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 420'998 CHF | 141'833 CHF | 98.80% | 98.80% |
10.05.2024 | 1.22% | 0.83 CHF | 0.84 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 365'832 CHF | 123'444 CHF | 99.37% | 99.37% |
08.05.2024 | 1.48% | 0.67 CHF | 0.68 CHF | 450'000 | 150'000 | 483'329 | 161'110 | 324'444 CHF | 109'759 CHF | 99.37% | 99.37% |
07.05.2024 | 1.71% | 0.58 CHF | 0.59 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 347'979 CHF | 117'993 CHF | 98.16% | 98.16% |
06.05.2024 | 1.61% | 0.63 CHF | 0.64 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 369'504 CHF | 125'168 CHF | 99.38% | 99.38% |
03.05.2024 | 1.61% | 0.60 CHF | 0.61 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 369'619 CHF | 125'206 CHF | 99.35% | 99.35% |
02.05.2024 | 1.66% | 0.59 CHF | 0.60 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 358'862 CHF | 121'621 CHF | 99.35% | 99.35% |