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 | 0.55% | 1.80 CHF | 1.81 CHF | 300'000 | 300'000 | 299'746 | 299'746 | 544'297 CHF | 547'297 CHF | 100.00% | 100.00% |
15.05.2024 | 0.63% | 1.72 CHF | 1.73 CHF | 300'000 | 300'000 | 299'367 | 299'367 | 479'287 CHF | 482'287 CHF | 99.90% | 99.90% |
14.05.2024 | 0.70% | 1.50 CHF | 1.51 CHF | 300'000 | 300'000 | 299'966 | 299'966 | 428'183 CHF | 431'183 CHF | 99.79% | 99.79% |
13.05.2024 | 0.70% | 1.43 CHF | 1.44 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 428'076 CHF | 431'076 CHF | 100.00% | 100.00% |
10.05.2024 | 0.73% | 1.40 CHF | 1.41 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 407'412 CHF | 410'412 CHF | 100.00% | 100.00% |
08.05.2024 | 0.93% | 1.09 CHF | 1.10 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 320'016 CHF | 323'016 CHF | 99.77% | 99.77% |
07.05.2024 | 1.18% | 0.97 CHF | 0.98 CHF | 300'000 | 300'000 | 299'803 | 299'803 | 254'848 CHF | 257'847 CHF | 96.15% | 96.15% |
06.05.2024 | 1.62% | 0.58 CHF | 0.59 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 184'012 CHF | 187'012 CHF | 100.00% | 100.00% |
03.05.2024 | 2.13% | 0.47 CHF | 0.48 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 140'707 CHF | 143'707 CHF | 99.90% | 99.90% |
02.05.2024 | 2.31% | 0.35 CHF | 0.36 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 130'381 CHF | 133'381 CHF | 99.64% | 99.64% |