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 | 0.73% | 1.37 CHF | 1.38 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 409'747 CHF | 137'582 CHF | 99.08% | 99.08% |
15.05.2024 | 0.78% | 1.26 CHF | 1.27 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 381'831 CHF | 128'277 CHF | 98.85% | 98.85% |
14.05.2024 | 0.80% | 1.27 CHF | 1.28 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 373'074 CHF | 125'358 CHF | 99.00% | 99.00% |
13.05.2024 | 0.76% | 1.29 CHF | 1.30 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 391'578 CHF | 131'526 CHF | 94.40% | 94.40% |
10.05.2024 | 0.75% | 1.37 CHF | 1.38 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 401'072 CHF | 134'691 CHF | 98.08% | 98.08% |
08.05.2024 | 0.95% | 1.07 CHF | 1.08 CHF | 450'000 | 150'000 | 445'916 | 148'639 | 465'593 CHF | 156'684 CHF | 96.90% | 96.90% |
07.05.2024 | 1.13% | 0.94 CHF | 0.95 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 394'569 CHF | 133'023 CHF | 96.76% | 96.76% |
06.05.2024 | 1.22% | 0.85 CHF | 0.86 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 366'242 CHF | 123'581 CHF | 99.04% | 99.04% |
03.05.2024 | 1.26% | 0.75 CHF | 0.76 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 355'006 CHF | 119'835 CHF | 98.71% | 98.71% |
02.05.2024 | 1.16% | 0.83 CHF | 0.84 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 386'644 CHF | 130'381 CHF | 99.18% | 99.18% |