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 | 0.51% | 1.94 CHF | 1.95 CHF | 300'000 | 300'000 | 299'757 | 299'757 | 585'840 CHF | 588'840 CHF | 100.00% | 100.00% |
15.05.2024 | 0.58% | 1.86 CHF | 1.87 CHF | 300'000 | 300'000 | 299'223 | 299'244 | 520'251 CHF | 523'290 CHF | 99.89% | 99.89% |
14.05.2024 | 0.64% | 1.64 CHF | 1.65 CHF | 300'000 | 300'000 | 299'791 | 299'791 | 469'107 CHF | 472'107 CHF | 99.80% | 99.80% |
13.05.2024 | 0.64% | 1.56 CHF | 1.57 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 468'317 CHF | 471'317 CHF | 100.00% | 100.00% |
10.05.2024 | 0.68% | 1.51 CHF | 1.52 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 441'142 CHF | 444'142 CHF | 100.00% | 100.00% |
08.05.2024 | 0.85% | 1.20 CHF | 1.21 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 351'027 CHF | 354'027 CHF | 99.77% | 99.77% |
07.05.2024 | 1.05% | 1.07 CHF | 1.08 CHF | 300'000 | 300'000 | 299'827 | 299'848 | 285'290 CHF | 288'309 CHF | 96.14% | 96.14% |
06.05.2024 | 1.40% | 0.68 CHF | 0.69 CHF | 300'000 | 300'000 | 299'935 | 299'947 | 212'895 CHF | 215'899 CHF | 100.00% | 100.00% |
03.05.2024 | 1.81% | 0.56 CHF | 0.57 CHF | 300'000 | 300'000 | 299'957 | 300'000 | 164'931 CHF | 167'955 CHF | 99.88% | 99.88% |
02.05.2024 | 1.90% | 0.43 CHF | 0.44 CHF | 300'000 | 300'000 | 300'000 | 299'970 | 158'131 CHF | 161'115 CHF | 99.60% | 99.60% |