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 | 1.28% | 0.88 CHF | 0.89 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 232'741 CHF | 78'581 CHF | 99.20% | 99.20% |
15.05.2024 | 1.15% | 0.81 CHF | 0.82 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 260'415 CHF | 87'805 CHF | 99.15% | 99.15% |
14.05.2024 | 1.04% | 0.89 CHF | 0.90 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 287'881 CHF | 96'960 CHF | 99.21% | 99.21% |
13.05.2024 | 1.12% | 0.91 CHF | 0.92 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 266'253 CHF | 89'751 CHF | 98.32% | 98.32% |
10.05.2024 | 1.22% | 0.89 CHF | 0.90 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 243'930 CHF | 82'310 CHF | 99.21% | 99.21% |
08.05.2024 | 1.21% | 0.82 CHF | 0.83 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 247'063 CHF | 83'354 CHF | 99.13% | 99.13% |
07.05.2024 | 1.44% | 0.73 CHF | 0.74 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 206'890 CHF | 69'963 CHF | 99.22% | 99.22% |
06.05.2024 | 1.51% | 0.67 CHF | 0.68 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 197'319 CHF | 66'773 CHF | 99.22% | 99.22% |
03.05.2024 | 1.37% | 0.76 CHF | 0.77 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 218'287 CHF | 73'762 CHF | 98.78% | 98.78% |
02.05.2024 | 1.25% | 0.74 CHF | 0.75 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 238'508 CHF | 80'503 CHF | 99.21% | 99.21% |