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 | 1.69% | 0.59 CHF | 0.60 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 176'387 CHF | 59'796 CHF | 99.15% | 99.15% |
15.05.2024 | 1.74% | 0.57 CHF | 0.58 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 171'087 CHF | 58'029 CHF | 99.04% | 99.04% |
14.05.2024 | 1.75% | 0.56 CHF | 0.57 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 170'332 CHF | 57'777 CHF | 96.87% | 96.87% |
13.05.2024 | 1.81% | 0.56 CHF | 0.57 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 163'931 CHF | 55'644 CHF | 98.15% | 98.15% |
10.05.2024 | 1.82% | 0.53 CHF | 0.54 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 163'268 CHF | 55'423 CHF | 99.36% | 99.36% |
08.05.2024 | 1.89% | 0.53 CHF | 0.54 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 156'948 CHF | 53'316 CHF | 99.31% | 99.31% |
07.05.2024 | 1.89% | 0.53 CHF | 0.54 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 157'214 CHF | 53'405 CHF | 99.36% | 99.36% |
06.05.2024 | 1.85% | 0.52 CHF | 0.53 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 161'054 CHF | 54'685 CHF | 98.11% | 98.11% |
03.05.2024 | 1.82% | 0.52 CHF | 0.53 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 163'067 CHF | 55'356 CHF | 99.29% | 99.29% |
02.05.2024 | 1.73% | 0.55 CHF | 0.56 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 172'080 CHF | 58'360 CHF | 98.85% | 98.85% |