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 | 1.03% | 0.97 CHF | 0.98 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 289'929 CHF | 97'643 CHF | 99.35% | 99.35% |
15.05.2024 | 1.08% | 0.94 CHF | 0.95 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 276'783 CHF | 93'261 CHF | 99.15% | 99.15% |
14.05.2024 | 1.11% | 0.91 CHF | 0.92 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 268'696 CHF | 90'565 CHF | 99.36% | 99.36% |
13.05.2024 | 1.13% | 0.89 CHF | 0.90 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 265'187 CHF | 89'396 CHF | 98.84% | 98.84% |
10.05.2024 | 1.14% | 0.89 CHF | 0.90 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 261'975 CHF | 88'325 CHF | 99.37% | 99.37% |
08.05.2024 | 1.17% | 0.86 CHF | 0.87 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 254'367 CHF | 85'789 CHF | 99.36% | 99.36% |
07.05.2024 | 1.18% | 0.85 CHF | 0.86 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 252'254 CHF | 85'085 CHF | 99.36% | 99.36% |
06.05.2024 | 1.22% | 0.82 CHF | 0.83 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 244'562 CHF | 82'521 CHF | 99.37% | 99.37% |
03.05.2024 | 1.29% | 0.79 CHF | 0.80 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 231'865 CHF | 78'288 CHF | 99.13% | 99.13% |
02.05.2024 | 1.28% | 0.76 CHF | 0.77 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 232'802 CHF | 78'601 CHF | 99.34% | 99.34% |