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 | 1.11% | 0.92 CHF | 0.93 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 269'229 CHF | 90'743 CHF | 98.64% | 98.64% |
15.05.2024 | 1.10% | 0.94 CHF | 0.95 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 270'505 CHF | 91'168 CHF | 98.41% | 98.41% |
14.05.2024 | 1.04% | 0.92 CHF | 0.93 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 286'585 CHF | 96'528 CHF | 98.58% | 98.58% |
13.05.2024 | 1.15% | 0.87 CHF | 0.88 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 259'784 CHF | 87'595 CHF | 97.99% | 97.99% |
10.05.2024 | 1.16% | 0.87 CHF | 0.88 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 258'169 CHF | 87'056 CHF | 97.89% | 97.89% |
08.05.2024 | 1.04% | 0.96 CHF | 0.97 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 286'583 CHF | 96'528 CHF | 99.00% | 99.00% |
07.05.2024 | 0.92% | 1.07 CHF | 1.08 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 325'507 CHF | 109'502 CHF | 99.24% | 99.24% |
06.05.2024 | 0.84% | 1.17 CHF | 1.18 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 354'411 CHF | 119'137 CHF | 99.28% | 99.28% |
03.05.2024 | 0.76% | 1.34 CHF | 1.35 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 393'441 CHF | 132'147 CHF | 98.86% | 98.86% |
02.05.2024 | 0.84% | 1.22 CHF | 1.23 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 356'493 CHF | 119'831 CHF | 99.20% | 99.20% |