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 | 2.21% | 0.47 CHF | 0.48 CHF | 300'000 | 300'000 | 299'764 | 299'764 | 134'407 CHF | 137'407 CHF | 100.00% | 100.00% |
15.05.2024 | 1.49% | 0.55 CHF | 0.56 CHF | 300'000 | 300'000 | 299'457 | 299'457 | 201'125 CHF | 204'125 CHF | 99.90% | 99.90% |
14.05.2024 | 1.17% | 0.78 CHF | 0.79 CHF | 300'000 | 300'000 | 299'965 | 299'965 | 256'365 CHF | 259'365 CHF | 99.81% | 99.81% |
13.05.2024 | 1.16% | 0.86 CHF | 0.87 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 256'147 CHF | 259'147 CHF | 100.00% | 100.00% |
10.05.2024 | 1.06% | 0.91 CHF | 0.92 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 282'414 CHF | 285'414 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 1.22 CHF | 1.23 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 373'896 CHF | 376'896 CHF | 99.77% | 99.77% |
07.05.2024 | 0.68% | 1.35 CHF | 1.36 CHF | 300'000 | 300'000 | 299'858 | 299'858 | 440'832 CHF | 443'832 CHF | 96.13% | 96.13% |
06.05.2024 | 0.58% | 1.74 CHF | 1.75 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 513'092 CHF | 516'092 CHF | 100.00% | 100.00% |
03.05.2024 | 0.53% | 1.86 CHF | 1.87 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 559'710 CHF | 562'710 CHF | 99.91% | 99.91% |
02.05.2024 | 0.52% | 1.99 CHF | 2.00 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 571'827 CHF | 574'827 CHF | 99.57% | 99.57% |