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 | 1.44% | 0.69 CHF | 0.70 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 207'414 CHF | 70'138 CHF | 98.48% | 98.48% |
15.05.2024 | 1.55% | 0.66 CHF | 0.67 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 192'542 CHF | 65'181 CHF | 98.33% | 98.33% |
14.05.2024 | 1.60% | 0.63 CHF | 0.64 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 185'774 CHF | 62'925 CHF | 99.35% | 99.35% |
13.05.2024 | 1.73% | 0.59 CHF | 0.60 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 172'175 CHF | 58'392 CHF | 98.93% | 98.93% |
10.05.2024 | 1.70% | 0.59 CHF | 0.60 CHF | 300'000 | 100'000 | 300'000 | 99'999 | 174'991 CHF | 59'330 CHF | 99.37% | 99.37% |
08.05.2024 | 1.63% | 0.60 CHF | 0.61 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 183'132 CHF | 62'044 CHF | 99.35% | 99.35% |
07.05.2024 | 1.65% | 0.58 CHF | 0.59 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 180'522 CHF | 61'174 CHF | 94.65% | 94.65% |
06.05.2024 | 1.57% | 0.61 CHF | 0.62 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 189'581 CHF | 64'194 CHF | 99.36% | 99.36% |
03.05.2024 | 1.49% | 0.63 CHF | 0.64 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 200'323 CHF | 67'774 CHF | 99.36% | 99.36% |
02.05.2024 | 1.51% | 0.66 CHF | 0.67 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 196'643 CHF | 66'548 CHF | 99.36% | 99.36% |