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 | 1.20% | 0.82 CHF | 0.83 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 248'287 CHF | 83'762 CHF | 99.15% | 99.15% |
15.05.2024 | 1.17% | 0.84 CHF | 0.85 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 254'228 CHF | 85'743 CHF | 99.04% | 99.04% |
14.05.2024 | 1.16% | 0.86 CHF | 0.87 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 257'167 CHF | 86'722 CHF | 96.88% | 96.88% |
13.05.2024 | 1.13% | 0.87 CHF | 0.88 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 262'954 CHF | 88'651 CHF | 98.06% | 98.06% |
10.05.2024 | 1.13% | 0.89 CHF | 0.90 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 264'362 CHF | 89'121 CHF | 99.36% | 99.36% |
08.05.2024 | 1.10% | 0.90 CHF | 0.91 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 271'568 CHF | 91'523 CHF | 99.31% | 99.31% |
07.05.2024 | 1.11% | 0.90 CHF | 0.91 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 269'442 CHF | 90'814 CHF | 99.36% | 99.36% |
06.05.2024 | 1.12% | 0.91 CHF | 0.92 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 265'628 CHF | 89'543 CHF | 98.11% | 98.11% |
03.05.2024 | 1.13% | 0.90 CHF | 0.91 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 264'351 CHF | 89'117 CHF | 99.29% | 99.29% |
02.05.2024 | 1.15% | 0.88 CHF | 0.89 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 258'757 CHF | 87'252 CHF | 98.84% | 98.84% |