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 | 1.22% | 0.83 CHF | 0.84 CHF | 300'000 | 300'000 | 299'736 | 299'736 | 243'929 CHF | 246'929 CHF | 100.00% | 100.00% |
15.05.2024 | 1.20% | 0.82 CHF | 0.83 CHF | 300'000 | 300'000 | 299'321 | 299'321 | 249'383 CHF | 252'383 CHF | 99.84% | 99.84% |
14.05.2024 | 1.16% | 0.85 CHF | 0.86 CHF | 300'000 | 300'000 | 299'906 | 299'906 | 257'269 CHF | 260'269 CHF | 99.87% | 99.87% |
13.05.2024 | 1.17% | 0.86 CHF | 0.87 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 253'973 CHF | 256'973 CHF | 100.00% | 100.00% |
10.05.2024 | 1.17% | 0.85 CHF | 0.86 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 255'158 CHF | 258'158 CHF | 100.00% | 100.00% |
08.05.2024 | 1.14% | 0.87 CHF | 0.88 CHF | 300'000 | 300'000 | 299'989 | 299'989 | 260'528 CHF | 263'528 CHF | 99.17% | 99.17% |
07.05.2024 | 1.17% | 0.85 CHF | 0.86 CHF | 300'000 | 300'000 | 299'726 | 299'726 | 255'769 CHF | 258'769 CHF | 99.81% | 99.81% |
06.05.2024 | 1.19% | 0.84 CHF | 0.85 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 249'750 CHF | 252'750 CHF | 100.00% | 100.00% |
03.05.2024 | 1.18% | 0.83 CHF | 0.84 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 253'525 CHF | 256'525 CHF | 98.77% | 98.77% |
02.05.2024 | 1.10% | 0.91 CHF | 0.92 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 271'430 CHF | 274'430 CHF | 99.99% | 99.99% |