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 | 500'000 | 500'000 | 304'285 | 304'285 | 251'436 CHF | 254'479 CHF | 99.65% | 99.65% |
15.05.2024 | 1.27% | 0.82 CHF | 0.83 CHF | 500'000 | 500'000 | 304'327 | 304'327 | 239'649 CHF | 242'692 CHF | 99.67% | 99.67% |
14.05.2024 | 1.30% | 0.77 CHF | 0.78 CHF | 500'000 | 500'000 | 304'325 | 304'325 | 233'547 CHF | 236'590 CHF | 99.67% | 99.67% |
13.05.2024 | 1.35% | 0.75 CHF | 0.76 CHF | 500'000 | 500'000 | 304'323 | 304'323 | 224'396 CHF | 227'440 CHF | 99.67% | 99.67% |
10.05.2024 | 1.36% | 0.70 CHF | 0.71 CHF | 500'000 | 500'000 | 303'283 | 303'283 | 219'630 CHF | 222'663 CHF | 98.61% | 98.61% |
08.05.2024 | 1.43% | 0.69 CHF | 0.70 CHF | 500'000 | 500'000 | 304'321 | 304'321 | 210'603 CHF | 213'646 CHF | 99.67% | 99.67% |
07.05.2024 | 1.41% | 0.70 CHF | 0.71 CHF | 500'000 | 500'000 | 304'430 | 304'430 | 214'867 CHF | 217'911 CHF | 99.47% | 99.47% |
06.05.2024 | 1.46% | 0.68 CHF | 0.69 CHF | 500'000 | 500'000 | 304'536 | 304'536 | 208'009 CHF | 211'054 CHF | 99.28% | 99.28% |
03.05.2024 | 1.40% | 0.72 CHF | 0.73 CHF | 500'000 | 500'000 | 303'481 | 303'481 | 216'419 CHF | 219'453 CHF | 98.98% | 98.98% |
02.05.2024 | 2.00% | 0.51 CHF | 0.52 CHF | 500'000 | 500'000 | 304'266 | 304'266 | 150'820 CHF | 153'862 CHF | 99.65% | 99.65% |