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 | 1.14% | 0.87 CHF | 0.88 CHF | 320'000 | 320'000 | 319'637 | 319'637 | 278'073 CHF | 281'272 CHF | 100.00% | 100.00% |
15.05.2024 | 1.04% | 0.95 CHF | 0.96 CHF | 330'000 | 330'000 | 329'247 | 329'247 | 315'983 CHF | 319'283 CHF | 99.98% | 99.98% |
14.05.2024 | 1.00% | 0.99 CHF | 1.00 CHF | 330'000 | 330'000 | 338'042 | 338'042 | 336'792 CHF | 340'173 CHF | 100.00% | 100.00% |
13.05.2024 | 1.03% | 0.95 CHF | 0.96 CHF | 330'000 | 330'000 | 330'000 | 330'000 | 317'539 CHF | 320'839 CHF | 99.85% | 99.85% |
10.05.2024 | 1.03% | 0.98 CHF | 0.99 CHF | 330'000 | 330'000 | 330'000 | 330'000 | 320'247 CHF | 323'547 CHF | 100.00% | 100.00% |
08.05.2024 | 0.99% | 1.01 CHF | 1.02 CHF | 340'000 | 340'000 | 340'000 | 340'000 | 342'938 CHF | 346'338 CHF | 98.62% | 98.62% |
07.05.2024 | 0.97% | 1.01 CHF | 1.02 CHF | 340'000 | 340'000 | 339'855 | 339'855 | 349'150 CHF | 352'550 CHF | 99.76% | 99.76% |
06.05.2024 | 0.95% | 1.04 CHF | 1.05 CHF | 340'000 | 340'000 | 340'583 | 340'583 | 355'714 CHF | 359'120 CHF | 100.00% | 100.00% |
03.05.2024 | 0.93% | 1.06 CHF | 1.07 CHF | 350'000 | 350'000 | 348'983 | 348'983 | 374'264 CHF | 377'753 CHF | 99.78% | 99.78% |
02.05.2024 | 0.95% | 1.09 CHF | 1.10 CHF | 350'000 | 350'000 | 342'899 | 342'899 | 358'563 CHF | 361'992 CHF | 98.56% | 98.56% |