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 | 0.98% | 1.07 CHF | 1.08 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 304'148 CHF | 102'383 CHF | 98.88% | 98.88% |
15.05.2024 | 1.04% | 0.97 CHF | 0.98 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 286'100 CHF | 96'367 CHF | 99.26% | 99.26% |
14.05.2024 | 1.10% | 0.93 CHF | 0.94 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 272'233 CHF | 91'744 CHF | 99.10% | 99.10% |
13.05.2024 | 1.23% | 0.82 CHF | 0.83 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 242'103 CHF | 81'701 CHF | 99.01% | 99.01% |
10.05.2024 | 1.09% | 0.88 CHF | 0.89 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 272'855 CHF | 91'952 CHF | 99.20% | 99.20% |
08.05.2024 | 1.04% | 0.95 CHF | 0.96 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 286'455 CHF | 96'485 CHF | 99.51% | 99.51% |
07.05.2024 | 1.09% | 0.98 CHF | 0.99 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 273'577 CHF | 92'193 CHF | 99.56% | 99.56% |
06.05.2024 | 1.14% | 0.87 CHF | 0.88 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 262'307 CHF | 88'436 CHF | 99.27% | 99.27% |
03.05.2024 | 1.15% | 0.80 CHF | 0.81 CHF | 300'000 | 100'000 | 304'626 | 101'542 | 264'143 CHF | 89'063 CHF | 99.20% | 99.20% |
02.05.2024 | 1.20% | 0.83 CHF | 0.84 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 249'176 CHF | 84'059 CHF | 98.92% | 98.92% |