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 | 0.83% | 1.21 CHF | 1.22 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 360'961 CHF | 121'320 CHF | 99.06% | 99.06% |
15.05.2024 | 0.90% | 1.09 CHF | 1.10 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 331'373 CHF | 111'458 CHF | 98.84% | 98.84% |
14.05.2024 | 0.93% | 1.10 CHF | 1.11 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 322'077 CHF | 108'359 CHF | 98.99% | 98.99% |
13.05.2024 | 0.87% | 1.12 CHF | 1.13 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 341'712 CHF | 114'904 CHF | 94.36% | 94.36% |
10.05.2024 | 0.85% | 1.20 CHF | 1.21 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 352'454 CHF | 118'484 CHF | 98.05% | 98.05% |
08.05.2024 | 1.14% | 0.90 CHF | 0.91 CHF | 300'000 | 100'000 | 362'490 | 120'830 | 314'121 CHF | 105'915 CHF | 96.90% | 96.90% |
07.05.2024 | 1.41% | 0.76 CHF | 0.77 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 316'453 CHF | 106'984 CHF | 96.77% | 96.77% |
06.05.2024 | 1.55% | 0.68 CHF | 0.69 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 289'282 CHF | 97'927 CHF | 98.73% | 98.73% |
03.05.2024 | 1.61% | 0.58 CHF | 0.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 277'825 CHF | 94'108 CHF | 98.69% | 98.69% |
02.05.2024 | 1.44% | 0.66 CHF | 0.67 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 309'751 CHF | 104'750 CHF | 99.19% | 99.19% |