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 | 1.04% | 0.94 CHF | 0.95 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 285'864 CHF | 96'288 CHF | 98.47% | 98.47% |
15.05.2024 | 1.13% | 0.91 CHF | 0.92 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 263'417 CHF | 88'806 CHF | 98.33% | 98.33% |
14.05.2024 | 1.18% | 0.86 CHF | 0.87 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 252'002 CHF | 85'001 CHF | 99.37% | 99.37% |
13.05.2024 | 1.29% | 0.80 CHF | 0.81 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 230'805 CHF | 77'935 CHF | 98.93% | 98.93% |
10.05.2024 | 1.26% | 0.80 CHF | 0.81 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 237'282 CHF | 80'094 CHF | 99.38% | 99.38% |
08.05.2024 | 1.20% | 0.81 CHF | 0.82 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 248'149 CHF | 83'716 CHF | 99.35% | 99.35% |
07.05.2024 | 1.23% | 0.79 CHF | 0.80 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 243'482 CHF | 82'161 CHF | 94.65% | 94.65% |
06.05.2024 | 1.16% | 0.84 CHF | 0.85 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 256'624 CHF | 86'541 CHF | 99.36% | 99.36% |
03.05.2024 | 1.09% | 0.86 CHF | 0.87 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 273'252 CHF | 92'084 CHF | 99.36% | 99.36% |
02.05.2024 | 1.09% | 0.92 CHF | 0.93 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 272'876 CHF | 91'959 CHF | 99.36% | 99.36% |