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 | 1.66% | 0.59 CHF | 0.60 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 179'784 CHF | 60'928 CHF | 99.24% | 99.24% |
15.05.2024 | 1.61% | 0.61 CHF | 0.62 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 185'385 CHF | 62'795 CHF | 99.15% | 99.15% |
14.05.2024 | 1.60% | 0.64 CHF | 0.65 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 185'567 CHF | 62'856 CHF | 99.01% | 99.01% |
13.05.2024 | 1.66% | 0.61 CHF | 0.62 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 179'698 CHF | 60'899 CHF | 98.35% | 98.35% |
10.05.2024 | 1.63% | 0.61 CHF | 0.62 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 182'622 CHF | 61'874 CHF | 99.22% | 99.22% |
08.05.2024 | 1.59% | 0.62 CHF | 0.63 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 186'961 CHF | 63'320 CHF | 99.23% | 99.23% |
07.05.2024 | 1.55% | 0.63 CHF | 0.64 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 191'805 CHF | 64'935 CHF | 99.24% | 99.24% |
06.05.2024 | 1.55% | 0.66 CHF | 0.67 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 192'173 CHF | 65'058 CHF | 97.72% | 97.72% |
03.05.2024 | 1.51% | 0.67 CHF | 0.68 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 196'842 CHF | 66'614 CHF | 99.19% | 99.19% |
02.05.2024 | 1.50% | 0.65 CHF | 0.66 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 198'597 CHF | 67'199 CHF | 99.23% | 99.23% |