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 | 1.34% | 0.73 CHF | 0.74 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 222'831 CHF | 75'277 CHF | 98.49% | 98.49% |
15.05.2024 | 1.34% | 0.74 CHF | 0.75 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 221'867 CHF | 74'956 CHF | 98.31% | 98.31% |
14.05.2024 | 1.33% | 0.72 CHF | 0.73 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 224'853 CHF | 75'951 CHF | 99.35% | 99.35% |
13.05.2024 | 1.29% | 0.74 CHF | 0.75 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 231'836 CHF | 78'279 CHF | 98.92% | 98.92% |
10.05.2024 | 1.24% | 0.79 CHF | 0.80 CHF | 300'000 | 100'000 | 276'685 | 99'936 | 222'715 CHF | 81'308 CHF | 99.00% | 99.22% |
08.05.2024 | 1.16% | 0.81 CHF | 0.82 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 86'148 CHF | 87'148 CHF | 98.60% | 98.60% |
07.05.2024 | 0.95% | 1.03 CHF | 1.04 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 104'831 CHF | 105'831 CHF | 94.70% | 94.70% |
06.05.2024 | 0.92% | 1.08 CHF | 1.09 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 108'774 CHF | 109'774 CHF | 99.36% | 99.36% |
03.05.2024 | 0.99% | 1.03 CHF | 1.04 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 100'386 CHF | 101'386 CHF | 99.27% | 99.27% |
02.05.2024 | 0.99% | 1.00 CHF | 1.01 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 100'327 CHF | 101'327 CHF | 99.36% | 99.36% |