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 | 0.94% | 1.07 CHF | 1.08 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 319'106 CHF | 107'369 CHF | 99.06% | 99.06% |
15.05.2024 | 1.04% | 0.94 CHF | 0.95 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 287'799 CHF | 96'933 CHF | 98.86% | 98.86% |
14.05.2024 | 1.07% | 0.95 CHF | 0.96 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 277'889 CHF | 93'630 CHF | 99.06% | 99.06% |
13.05.2024 | 0.99% | 0.98 CHF | 0.99 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 300'867 CHF | 101'289 CHF | 94.41% | 94.41% |
10.05.2024 | 0.96% | 1.07 CHF | 1.08 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 311'286 CHF | 104'762 CHF | 98.04% | 98.04% |
08.05.2024 | 1.37% | 0.76 CHF | 0.77 CHF | 300'000 | 100'000 | 302'473 | 100'824 | 219'284 CHF | 74'103 CHF | 96.90% | 96.90% |
07.05.2024 | 1.80% | 0.62 CHF | 0.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 248'856 CHF | 84'452 CHF | 96.76% | 96.76% |
06.05.2024 | 2.01% | 0.53 CHF | 0.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 221'904 CHF | 75'468 CHF | 99.04% | 99.04% |
03.05.2024 | 2.12% | 0.43 CHF | 0.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 210'871 CHF | 71'790 CHF | 99.00% | 99.00% |
02.05.2024 | 1.84% | 0.51 CHF | 0.52 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 242'927 CHF | 82'476 CHF | 99.32% | 99.32% |