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 | 1.05% | 0.93 CHF | 0.94 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 283'352 CHF | 95'451 CHF | 98.95% | 98.95% |
15.05.2024 | 1.06% | 0.91 CHF | 0.92 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 282'213 CHF | 95'071 CHF | 98.42% | 98.42% |
14.05.2024 | 1.11% | 0.93 CHF | 0.94 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 268'837 CHF | 90'612 CHF | 99.47% | 99.47% |
13.05.2024 | 1.03% | 0.97 CHF | 0.98 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 290'129 CHF | 97'710 CHF | 98.65% | 98.65% |
10.05.2024 | 1.02% | 0.96 CHF | 0.97 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 291'341 CHF | 98'114 CHF | 97.42% | 97.42% |
08.05.2024 | 1.11% | 0.90 CHF | 0.91 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 268'282 CHF | 90'427 CHF | 99.30% | 99.30% |
07.05.2024 | 1.26% | 0.80 CHF | 0.81 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 236'337 CHF | 79'779 CHF | 99.57% | 99.57% |
06.05.2024 | 1.41% | 0.72 CHF | 0.73 CHF | 300'000 | 100'000 | 300'262 | 100'087 | 212'061 CHF | 71'688 CHF | 99.54% | 99.54% |
03.05.2024 | 1.63% | 0.58 CHF | 0.59 CHF | 450'000 | 150'000 | 445'501 | 148'500 | 270'963 CHF | 91'806 CHF | 98.35% | 98.35% |
02.05.2024 | 1.40% | 0.69 CHF | 0.70 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 213'434 CHF | 72'145 CHF | 99.59% | 99.59% |