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 | 0.51% | 1.92 CHF | 1.93 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 584'282 CHF | 195'761 CHF | 99.23% | 99.23% |
15.05.2024 | 0.50% | 2.01 CHF | 2.02 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 603'622 CHF | 202'207 CHF | 98.93% | 98.93% |
14.05.2024 | 0.50% | 2.03 CHF | 2.04 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 601'320 CHF | 201'440 CHF | 95.48% | 95.48% |
13.05.2024 | 0.53% | 1.97 CHF | 1.98 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 567'075 CHF | 190'025 CHF | 94.56% | 94.56% |
10.05.2024 | 0.54% | 1.92 CHF | 1.93 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 556'467 CHF | 186'489 CHF | 98.93% | 98.93% |
08.05.2024 | 0.65% | 1.77 CHF | 1.78 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 464'094 CHF | 155'698 CHF | 85.92% | 85.92% |
07.05.2024 | 0.68% | 1.48 CHF | 1.49 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 440'222 CHF | 147'741 CHF | 99.24% | 99.24% |
06.05.2024 | 0.69% | 1.46 CHF | 1.47 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 435'279 CHF | 146'093 CHF | 99.24% | 99.24% |
03.05.2024 | 0.67% | 1.48 CHF | 1.49 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 444'040 CHF | 149'013 CHF | 86.05% | 86.05% |
02.05.2024 | 0.68% | 1.48 CHF | 1.49 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 441'378 CHF | 148'126 CHF | 98.33% | 98.33% |