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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 1.04% | 1.05 CHF | 1.06 CHF | 290'000 | 290'000 | 290'000 | 290'000 | 278'353 CHF | 281'253 CHF | 100.00% | 100.00% |
16.05.2024 | 1.09% | 0.89 CHF | 0.90 CHF | 280'000 | 280'000 | 279'588 | 279'588 | 256'817 CHF | 259'617 CHF | 100.00% | 100.00% |
15.05.2024 | 1.17% | 0.91 CHF | 0.92 CHF | 300'000 | 300'000 | 299'446 | 299'446 | 255'035 CHF | 258'035 CHF | 99.61% | 99.61% |
14.05.2024 | 1.32% | 0.77 CHF | 0.78 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 225'717 CHF | 228'717 CHF | 99.71% | 99.71% |
13.05.2024 | 1.32% | 0.73 CHF | 0.74 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 225'964 CHF | 228'964 CHF | 99.37% | 99.37% |
10.05.2024 | 1.14% | 0.84 CHF | 0.85 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 262'146 CHF | 265'146 CHF | 99.99% | 99.99% |
08.05.2024 | 1.63% | 0.61 CHF | 0.62 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 182'819 CHF | 185'819 CHF | 99.29% | 99.29% |
07.05.2024 | 1.56% | 0.64 CHF | 0.65 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 191'403 CHF | 194'403 CHF | 100.00% | 100.00% |
06.05.2024 | 1.51% | 0.66 CHF | 0.67 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 196'708 CHF | 199'708 CHF | 100.00% | 100.00% |
03.05.2024 | 1.68% | 0.57 CHF | 0.58 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 177'159 CHF | 180'159 CHF | 98.22% | 98.22% |