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 |
---|---|---|---|---|---|---|---|---|---|---|---|
21.05.2024 | 1.03% | 0.96 CHF | 0.97 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 289'572 CHF | 97'524 CHF | 96.60% | 96.60% |
17.05.2024 | 1.00% | 1.00 CHF | 1.01 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 299'781 CHF | 100'927 CHF | 98.89% | 98.89% |
16.05.2024 | 1.03% | 0.97 CHF | 0.98 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 289'766 CHF | 97'589 CHF | 99.02% | 99.02% |
15.05.2024 | 1.05% | 0.95 CHF | 0.96 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 284'883 CHF | 95'961 CHF | 98.87% | 98.87% |
14.05.2024 | 1.05% | 0.94 CHF | 0.95 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 284'304 CHF | 95'768 CHF | 96.74% | 96.74% |
13.05.2024 | 1.07% | 0.94 CHF | 0.95 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 277'588 CHF | 93'529 CHF | 97.93% | 97.93% |
10.05.2024 | 1.08% | 0.91 CHF | 0.92 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 276'734 CHF | 93'245 CHF | 99.23% | 99.23% |
08.05.2024 | 1.10% | 0.91 CHF | 0.92 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 270'954 CHF | 91'318 CHF | 99.21% | 99.21% |
07.05.2024 | 1.10% | 0.90 CHF | 0.91 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 270'850 CHF | 91'283 CHF | 99.24% | 99.24% |
06.05.2024 | 1.09% | 0.89 CHF | 0.90 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 274'590 CHF | 92'530 CHF | 98.03% | 98.03% |