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 | 1.45% | 0.69 CHF | 0.70 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 342'841 CHF | 69'568 CHF | 99.27% | 99.27% |
15.05.2024 | 1.41% | 0.69 CHF | 0.70 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 351'210 CHF | 71'242 CHF | 99.07% | 99.07% |
14.05.2024 | 1.41% | 0.70 CHF | 0.71 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 351'704 CHF | 71'341 CHF | 99.27% | 99.27% |
13.05.2024 | 1.36% | 0.72 CHF | 0.73 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 364'053 CHF | 73'811 CHF | 98.47% | 98.47% |
10.05.2024 | 1.40% | 0.72 CHF | 0.73 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 353'823 CHF | 71'765 CHF | 99.27% | 99.27% |
08.05.2024 | 1.51% | 0.66 CHF | 0.67 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 328'941 CHF | 66'788 CHF | 99.27% | 99.27% |
07.05.2024 | 1.52% | 0.66 CHF | 0.67 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 327'238 CHF | 66'448 CHF | 99.27% | 99.27% |
06.05.2024 | 1.48% | 0.67 CHF | 0.68 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 334'805 CHF | 67'961 CHF | 99.27% | 99.27% |
03.05.2024 | 1.49% | 0.67 CHF | 0.68 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 332'805 CHF | 67'561 CHF | 99.17% | 99.17% |
02.05.2024 | 1.45% | 0.68 CHF | 0.69 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 342'619 CHF | 69'524 CHF | 99.27% | 99.27% |