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 | 0.93% | 1.07 CHF | 1.08 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 320'817 CHF | 107'939 CHF | 99.05% | 99.05% |
15.05.2024 | 1.01% | 0.97 CHF | 0.98 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 294'373 CHF | 99'124 CHF | 98.89% | 98.89% |
14.05.2024 | 1.04% | 0.98 CHF | 0.99 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 285'776 CHF | 96'259 CHF | 99.05% | 99.05% |
13.05.2024 | 0.98% | 0.99 CHF | 1.00 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 303'363 CHF | 102'121 CHF | 94.42% | 94.42% |
10.05.2024 | 0.96% | 1.07 CHF | 1.08 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 311'990 CHF | 104'997 CHF | 98.10% | 98.10% |
08.05.2024 | 1.30% | 0.79 CHF | 0.80 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 343'746 CHF | 116'082 CHF | 96.90% | 96.90% |
07.05.2024 | 1.61% | 0.67 CHF | 0.68 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 276'915 CHF | 93'805 CHF | 96.77% | 96.77% |
06.05.2024 | 1.76% | 0.60 CHF | 0.61 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 253'580 CHF | 86'027 CHF | 98.92% | 98.92% |
03.05.2024 | 1.82% | 0.51 CHF | 0.52 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 244'706 CHF | 83'069 CHF | 98.66% | 98.66% |
02.05.2024 | 1.64% | 0.58 CHF | 0.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 272'183 CHF | 92'228 CHF | 99.16% | 99.16% |