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 | 1.15% | 0.88 CHF | 0.89 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 259'168 CHF | 87'389 CHF | 99.24% | 99.24% |
15.05.2024 | 1.17% | 0.86 CHF | 0.87 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 255'253 CHF | 86'084 CHF | 99.15% | 99.15% |
14.05.2024 | 1.16% | 0.83 CHF | 0.84 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 256'506 CHF | 86'502 CHF | 99.01% | 99.01% |
13.05.2024 | 1.14% | 0.86 CHF | 0.87 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 262'416 CHF | 88'472 CHF | 98.27% | 98.27% |
10.05.2024 | 1.15% | 0.87 CHF | 0.88 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 260'139 CHF | 87'713 CHF | 99.22% | 99.22% |
08.05.2024 | 1.16% | 0.86 CHF | 0.87 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 256'834 CHF | 86'611 CHF | 99.23% | 99.23% |
07.05.2024 | 1.19% | 0.84 CHF | 0.85 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 250'283 CHF | 84'428 CHF | 99.24% | 99.24% |
06.05.2024 | 1.19% | 0.82 CHF | 0.83 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 250'284 CHF | 84'428 CHF | 97.72% | 97.72% |
03.05.2024 | 1.21% | 0.80 CHF | 0.81 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 245'961 CHF | 82'987 CHF | 99.19% | 99.19% |
02.05.2024 | 1.21% | 0.83 CHF | 0.84 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 246'455 CHF | 83'152 CHF | 99.23% | 99.23% |