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 | 1.17% | 0.85 CHF | 0.86 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 424'215 CHF | 85'843 CHF | 99.27% | 99.27% |
15.05.2024 | 1.18% | 0.85 CHF | 0.86 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 419'732 CHF | 84'946 CHF | 99.07% | 99.07% |
14.05.2024 | 1.22% | 0.83 CHF | 0.84 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 408'479 CHF | 82'696 CHF | 99.27% | 99.27% |
13.05.2024 | 1.21% | 0.80 CHF | 0.81 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 411'566 CHF | 83'313 CHF | 98.45% | 98.45% |
10.05.2024 | 1.25% | 0.81 CHF | 0.82 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 397'294 CHF | 80'459 CHF | 99.27% | 99.27% |
08.05.2024 | 1.34% | 0.75 CHF | 0.76 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 370'249 CHF | 75'050 CHF | 99.27% | 99.27% |
07.05.2024 | 1.29% | 0.78 CHF | 0.79 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 386'027 CHF | 78'205 CHF | 99.27% | 99.27% |
06.05.2024 | 1.35% | 0.75 CHF | 0.76 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 366'581 CHF | 74'316 CHF | 99.27% | 99.27% |
03.05.2024 | 1.37% | 0.72 CHF | 0.73 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 361'932 CHF | 73'386 CHF | 99.16% | 99.16% |
02.05.2024 | 1.49% | 0.67 CHF | 0.68 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 334'019 CHF | 67'804 CHF | 99.27% | 99.27% |