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 | 0.93% | 1.04 CHF | 1.05 CHF | 300'000 | 100'000 | 299'964 | 99'961 | 322'692 CHF | 108'535 CHF | 99.13% | 99.13% |
15.05.2024 | 1.02% | 1.02 CHF | 1.03 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 293'922 CHF | 98'974 CHF | 99.72% | 99.72% |
14.05.2024 | 1.03% | 0.94 CHF | 0.95 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 290'925 CHF | 97'975 CHF | 98.49% | 98.49% |
13.05.2024 | 0.99% | 0.94 CHF | 0.95 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 300'816 CHF | 101'272 CHF | 99.08% | 99.08% |
10.05.2024 | 0.97% | 1.03 CHF | 1.04 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 308'709 CHF | 103'903 CHF | 99.72% | 99.72% |
08.05.2024 | 0.96% | 1.01 CHF | 1.02 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 310'758 CHF | 104'586 CHF | 99.54% | 99.54% |
07.05.2024 | 1.07% | 0.96 CHF | 0.97 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 277'999 CHF | 93'666 CHF | 99.59% | 99.59% |
06.05.2024 | 1.10% | 0.90 CHF | 0.91 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 271'636 CHF | 91'545 CHF | 99.16% | 99.16% |
03.05.2024 | 1.04% | 0.92 CHF | 0.93 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 286'162 CHF | 96'387 CHF | 99.51% | 99.51% |
02.05.2024 | 1.00% | 0.99 CHF | 1.00 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 298'789 CHF | 100'596 CHF | 99.54% | 99.54% |