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 | 0.68% | 1.46 CHF | 1.47 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 436'687 CHF | 146'562 CHF | 98.91% | 98.91% |
15.05.2024 | 0.74% | 1.39 CHF | 1.40 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 406'579 CHF | 136'526 CHF | 99.11% | 99.11% |
14.05.2024 | 0.73% | 1.35 CHF | 1.36 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 407'679 CHF | 136'893 CHF | 98.73% | 98.73% |
13.05.2024 | 0.72% | 1.39 CHF | 1.40 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 417'790 CHF | 140'263 CHF | 95.18% | 95.18% |
10.05.2024 | 0.72% | 1.38 CHF | 1.39 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 418'076 CHF | 140'359 CHF | 98.92% | 98.92% |
08.05.2024 | 0.72% | 1.38 CHF | 1.39 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 414'141 CHF | 139'047 CHF | 98.82% | 98.82% |
07.05.2024 | 0.78% | 1.33 CHF | 1.34 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 381'133 CHF | 128'044 CHF | 99.15% | 99.15% |
06.05.2024 | 0.82% | 1.23 CHF | 1.24 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 363'694 CHF | 122'231 CHF | 98.78% | 98.78% |
03.05.2024 | 0.84% | 1.20 CHF | 1.21 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 357'611 CHF | 120'204 CHF | 99.06% | 99.06% |
02.05.2024 | 0.85% | 1.17 CHF | 1.18 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 350'047 CHF | 117'682 CHF | 99.13% | 99.13% |