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 | 1.20% | 0.82 CHF | 0.83 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 248'404 CHF | 83'801 CHF | 99.22% | 99.22% |
15.05.2024 | 1.14% | 0.85 CHF | 0.86 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 262'354 CHF | 88'451 CHF | 99.16% | 99.16% |
14.05.2024 | 1.14% | 0.91 CHF | 0.92 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 261'930 CHF | 88'310 CHF | 99.23% | 99.23% |
13.05.2024 | 1.08% | 0.96 CHF | 0.97 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 275'831 CHF | 92'944 CHF | 98.33% | 98.33% |
10.05.2024 | 1.17% | 0.87 CHF | 0.88 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 255'549 CHF | 86'183 CHF | 99.23% | 99.23% |
08.05.2024 | 1.21% | 0.81 CHF | 0.82 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 246'644 CHF | 83'215 CHF | 99.21% | 99.21% |
07.05.2024 | 1.38% | 0.75 CHF | 0.76 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 215'983 CHF | 72'994 CHF | 99.20% | 99.20% |
06.05.2024 | 1.36% | 0.71 CHF | 0.72 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 219'365 CHF | 74'122 CHF | 99.28% | 99.28% |
03.05.2024 | 1.32% | 0.73 CHF | 0.74 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 225'385 CHF | 76'128 CHF | 99.19% | 99.19% |
02.05.2024 | 1.31% | 0.76 CHF | 0.77 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 227'496 CHF | 76'832 CHF | 99.20% | 99.20% |