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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 1.72% | 0.57 CHF | 0.58 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 288'010 CHF | 58'602 CHF | 99.18% | 99.18% |
16.05.2024 | 1.73% | 0.59 CHF | 0.60 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 287'018 CHF | 58'404 CHF | 99.37% | 99.37% |
15.05.2024 | 1.71% | 0.58 CHF | 0.59 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 290'442 CHF | 59'088 CHF | 99.10% | 99.10% |
14.05.2024 | 1.61% | 0.60 CHF | 0.61 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 308'225 CHF | 62'645 CHF | 99.37% | 99.37% |
13.05.2024 | 1.53% | 0.64 CHF | 0.65 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 324'015 CHF | 65'803 CHF | 98.57% | 98.57% |
10.05.2024 | 1.56% | 0.64 CHF | 0.65 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 318'924 CHF | 64'785 CHF | 99.37% | 99.37% |
08.05.2024 | 1.49% | 0.66 CHF | 0.67 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 333'256 CHF | 67'651 CHF | 99.37% | 99.37% |
07.05.2024 | 1.51% | 0.65 CHF | 0.66 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 328'350 CHF | 66'670 CHF | 99.37% | 99.37% |
06.05.2024 | 1.49% | 0.67 CHF | 0.68 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 332'650 CHF | 67'530 CHF | 99.36% | 99.36% |
03.05.2024 | 1.49% | 0.67 CHF | 0.68 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 333'168 CHF | 67'634 CHF | 99.20% | 99.20% |