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 | 0.46% | 2.17 CHF | 2.18 CHF | 300'000 | 300'000 | 299'737 | 299'737 | 655'404 CHF | 658'404 CHF | 100.00% | 100.00% |
15.05.2024 | 0.51% | 2.09 CHF | 2.10 CHF | 300'000 | 300'000 | 299'367 | 299'367 | 590'068 CHF | 593'068 CHF | 99.89% | 99.89% |
14.05.2024 | 0.56% | 1.87 CHF | 1.88 CHF | 300'000 | 300'000 | 299'962 | 299'962 | 538'896 CHF | 541'896 CHF | 99.79% | 99.79% |
13.05.2024 | 0.55% | 1.80 CHF | 1.81 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 539'398 CHF | 542'398 CHF | 100.00% | 100.00% |
10.05.2024 | 0.58% | 1.77 CHF | 1.78 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 519'421 CHF | 522'421 CHF | 100.00% | 100.00% |
08.05.2024 | 0.69% | 1.47 CHF | 1.48 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 432'047 CHF | 435'047 CHF | 99.77% | 99.77% |
07.05.2024 | 0.82% | 1.34 CHF | 1.35 CHF | 300'000 | 300'000 | 299'802 | 299'802 | 366'764 CHF | 369'764 CHF | 96.14% | 96.14% |
06.05.2024 | 1.01% | 0.96 CHF | 0.97 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 296'116 CHF | 299'116 CHF | 100.00% | 100.00% |
03.05.2024 | 1.18% | 0.85 CHF | 0.86 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 252'725 CHF | 255'725 CHF | 99.89% | 99.89% |
02.05.2024 | 1.24% | 0.72 CHF | 0.73 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 242'264 CHF | 245'264 CHF | 99.57% | 99.57% |