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 | 1.19% | 1.72 CHF | 1.74 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 376'561 CHF | 127'020 CHF | 97.78% | 97.78% |
15.05.2024 | 0.83% | 1.46 CHF | 1.47 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 270'341 CHF | 90'864 CHF | 97.44% | 97.44% |
14.05.2024 | 1.04% | 1.04 CHF | 1.05 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 214'718 CHF | 72'323 CHF | 97.18% | 97.18% |
13.05.2024 | 1.06% | 0.97 CHF | 0.98 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 212'158 CHF | 71'469 CHF | 80.27% | 80.27% |
10.05.2024 | 1.07% | 0.86 CHF | 0.87 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 209'700 CHF | 70'650 CHF | 99.57% | 99.57% |
08.05.2024 | 1.23% | 0.84 CHF | 0.85 CHF | 300'000 | 100'000 | 296'940 | 98'980 | 240'852 CHF | 81'274 CHF | 99.57% | 99.57% |
07.05.2024 | 1.17% | 0.94 CHF | 0.95 CHF | 300'000 | 100'000 | 299'407 | 99'802 | 254'654 CHF | 85'883 CHF | 99.60% | 99.60% |
06.05.2024 | 1.47% | 0.74 CHF | 0.75 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 203'240 CHF | 68'747 CHF | 99.56% | 99.56% |
03.05.2024 | 2.01% | 0.56 CHF | 0.57 CHF | 450'000 | 150'000 | 428'607 | 142'870 | 213'507 CHF | 72'599 CHF | 99.56% | 99.56% |
02.05.2024 | 2.99% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 579'085 | 193'028 | 191'718 CHF | 65'836 CHF | 99.52% | 99.52% |