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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 1.23% | 0.83 CHF | 0.84 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 242'388 CHF | 81'796 CHF | 99.33% | 99.33% |
16.05.2024 | 1.29% | 0.79 CHF | 0.80 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 231'377 CHF | 78'126 CHF | 99.10% | 99.10% |
15.05.2024 | 1.33% | 0.78 CHF | 0.79 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 223'421 CHF | 75'474 CHF | 99.33% | 99.33% |
14.05.2024 | 1.41% | 0.71 CHF | 0.72 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 210'842 CHF | 71'281 CHF | 93.82% | 93.82% |
13.05.2024 | 1.47% | 0.68 CHF | 0.69 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 202'350 CHF | 68'450 CHF | 98.42% | 98.42% |
10.05.2024 | 1.32% | 0.71 CHF | 0.72 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 226'370 CHF | 76'457 CHF | 99.36% | 99.36% |
08.05.2024 | 1.52% | 0.67 CHF | 0.68 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 196'523 CHF | 66'508 CHF | 95.15% | 95.15% |
07.05.2024 | 1.57% | 0.65 CHF | 0.66 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 189'750 CHF | 64'250 CHF | 98.57% | 98.57% |
06.05.2024 | 1.52% | 0.65 CHF | 0.66 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 195'409 CHF | 66'137 CHF | 98.61% | 98.61% |
03.05.2024 | 1.60% | 0.59 CHF | 0.60 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 185'891 CHF | 62'964 CHF | 98.77% | 98.77% |