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 | 1.00% | 0.99 CHF | 1.00 CHF | 500'000 | 500'000 | 304'132 | 304'132 | 302'850 CHF | 305'891 CHF | 99.57% | 99.57% |
15.05.2024 | 1.14% | 0.95 CHF | 0.96 CHF | 500'000 | 500'000 | 304'920 | 304'920 | 268'646 CHF | 271'695 CHF | 98.50% | 98.50% |
14.05.2024 | 1.22% | 0.83 CHF | 0.84 CHF | 500'000 | 500'000 | 305'356 | 305'356 | 248'020 CHF | 251'073 CHF | 97.81% | 97.81% |
13.05.2024 | 1.14% | 0.81 CHF | 0.82 CHF | 500'000 | 500'000 | 305'378 | 305'378 | 261'988 CHF | 265'042 CHF | 97.74% | 97.74% |
10.05.2024 | 1.21% | 0.81 CHF | 0.82 CHF | 500'000 | 500'000 | 303'276 | 303'276 | 248'190 CHF | 251'222 CHF | 98.60% | 98.60% |
08.05.2024 | 1.31% | 0.78 CHF | 0.79 CHF | 500'000 | 500'000 | 304'453 | 304'453 | 230'542 CHF | 233'587 CHF | 99.40% | 99.40% |
07.05.2024 | 1.23% | 0.80 CHF | 0.81 CHF | 500'000 | 500'000 | 304'286 | 304'286 | 245'561 CHF | 248'604 CHF | 99.64% | 99.64% |
06.05.2024 | 1.38% | 0.75 CHF | 0.76 CHF | 500'000 | 500'000 | 304'340 | 304'340 | 219'296 CHF | 222'339 CHF | 99.61% | 99.61% |
03.05.2024 | 1.68% | 0.67 CHF | 0.68 CHF | 500'000 | 500'000 | 302'396 | 302'396 | 183'746 CHF | 186'769 CHF | 98.36% | 98.36% |
02.05.2024 | 1.82% | 0.54 CHF | 0.55 CHF | 500'000 | 500'000 | 304'285 | 304'285 | 164'662 CHF | 167'705 CHF | 99.62% | 99.62% |