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 | 0.84% | 1.17 CHF | 1.18 CHF | 260'000 | 260'000 | 259'676 | 259'676 | 309'523 CHF | 312'123 CHF | 100.00% | 100.00% |
15.05.2024 | 1.02% | 1.11 CHF | 1.12 CHF | 260'000 | 260'000 | 259'524 | 259'524 | 255'758 CHF | 258'358 CHF | 99.27% | 99.27% |
14.05.2024 | 1.24% | 0.88 CHF | 0.89 CHF | 260'000 | 260'000 | 260'000 | 260'000 | 208'106 CHF | 210'706 CHF | 99.80% | 99.80% |
13.05.2024 | 1.24% | 0.80 CHF | 0.81 CHF | 260'000 | 260'000 | 260'000 | 260'000 | 208'165 CHF | 210'765 CHF | 99.12% | 99.12% |
10.05.2024 | 1.38% | 0.75 CHF | 0.76 CHF | 280'000 | 280'000 | 280'000 | 280'000 | 201'264 CHF | 204'064 CHF | 99.99% | 99.99% |
08.05.2024 | 2.24% | 0.47 CHF | 0.48 CHF | 320'000 | 320'000 | 320'000 | 320'000 | 141'274 CHF | 144'474 CHF | 96.89% | 96.89% |
07.05.2024 | 3.48% | 0.37 CHF | 0.38 CHF | 500'000 | 500'000 | 499'708 | 499'708 | 143'237 CHF | 148'237 CHF | 99.46% | 99.46% |
06.05.2024 | 5.98% | 0.15 CHF | 0.16 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 82'226 CHF | 87'226 CHF | 100.00% | 100.00% |
03.05.2024 | 7.81% | 0.12 CHF | 0.13 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 62'121 CHF | 67'121 CHF | 99.88% | 99.88% |
02.05.2024 | 7.84% | 0.09 CHF | 0.10 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 62'432 CHF | 67'432 CHF | 99.66% | 99.66% |