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 | 0.94% | 1.07 CHF | 1.08 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 317'612 CHF | 106'871 CHF | 99.24% | 99.24% |
15.05.2024 | 0.95% | 1.05 CHF | 1.06 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 313'837 CHF | 105'612 CHF | 99.15% | 99.15% |
14.05.2024 | 0.95% | 1.02 CHF | 1.03 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 314'482 CHF | 105'827 CHF | 99.01% | 99.01% |
13.05.2024 | 0.93% | 1.06 CHF | 1.07 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 320'760 CHF | 107'920 CHF | 98.28% | 98.28% |
10.05.2024 | 0.94% | 1.06 CHF | 1.07 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 318'243 CHF | 107'081 CHF | 99.22% | 99.22% |
08.05.2024 | 0.95% | 1.05 CHF | 1.06 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 314'789 CHF | 105'930 CHF | 99.23% | 99.23% |
07.05.2024 | 0.97% | 1.04 CHF | 1.05 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 309'130 CHF | 104'043 CHF | 99.24% | 99.24% |
06.05.2024 | 0.97% | 1.01 CHF | 1.02 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 307'979 CHF | 103'660 CHF | 97.72% | 97.72% |
03.05.2024 | 0.98% | 1.00 CHF | 1.01 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 304'075 CHF | 102'358 CHF | 99.19% | 99.19% |
02.05.2024 | 0.98% | 1.03 CHF | 1.04 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 306'056 CHF | 103'019 CHF | 99.22% | 99.22% |