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 | 1.12% | 0.93 CHF | 0.94 CHF | 360'000 | 360'000 | 351'652 | 351'652 | 313'705 CHF | 317'225 CHF | 100.00% | 100.00% |
15.05.2024 | 1.15% | 0.86 CHF | 0.87 CHF | 350'000 | 350'000 | 348'455 | 348'455 | 304'046 CHF | 307'538 CHF | 99.99% | 99.99% |
14.05.2024 | 1.23% | 0.86 CHF | 0.87 CHF | 350'000 | 350'000 | 342'637 | 342'637 | 277'592 CHF | 281'019 CHF | 100.00% | 100.00% |
13.05.2024 | 1.18% | 0.83 CHF | 0.84 CHF | 350'000 | 350'000 | 348'557 | 348'557 | 294'495 CHF | 297'981 CHF | 99.87% | 99.87% |
10.05.2024 | 1.14% | 0.88 CHF | 0.89 CHF | 350'000 | 350'000 | 348'557 | 348'557 | 302'839 CHF | 306'325 CHF | 100.00% | 100.00% |
08.05.2024 | 1.07% | 0.93 CHF | 0.94 CHF | 360'000 | 360'000 | 358'426 | 358'426 | 332'260 CHF | 335'846 CHF | 98.93% | 98.93% |
07.05.2024 | 1.06% | 0.91 CHF | 0.92 CHF | 360'000 | 360'000 | 358'220 | 358'220 | 338'061 CHF | 341'647 CHF | 99.88% | 99.88% |
06.05.2024 | 1.04% | 0.97 CHF | 0.98 CHF | 370'000 | 370'000 | 362'298 | 362'298 | 346'035 CHF | 349'658 CHF | 100.00% | 100.00% |
03.05.2024 | 1.03% | 0.96 CHF | 0.97 CHF | 370'000 | 370'000 | 364'923 | 364'923 | 351'652 CHF | 355'301 CHF | 99.91% | 99.91% |
02.05.2024 | 1.08% | 0.96 CHF | 0.97 CHF | 360'000 | 360'000 | 358'493 | 358'493 | 330'966 CHF | 334'551 CHF | 98.57% | 98.57% |