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 | 1.14% | 0.91 CHF | 0.92 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 524'215 CHF | 220'923 CHF | 97.92% | 97.92% |
15.05.2024 | 1.19% | 0.84 CHF | 0.85 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 499'580 CHF | 210'658 CHF | 97.58% | 97.58% |
14.05.2024 | 1.14% | 0.87 CHF | 0.88 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 521'112 CHF | 219'630 CHF | 98.72% | 98.72% |
13.05.2024 | 1.14% | 0.87 CHF | 0.88 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 522'949 CHF | 220'395 CHF | 89.10% | 89.10% |
10.05.2024 | 1.16% | 0.87 CHF | 0.88 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 513'722 CHF | 216'551 CHF | 97.15% | 97.15% |
08.05.2024 | 1.07% | 0.93 CHF | 0.94 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 556'710 CHF | 234'463 CHF | 93.56% | 93.56% |
07.05.2024 | 1.08% | 0.92 CHF | 0.93 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 554'342 CHF | 233'476 CHF | 94.97% | 94.97% |
06.05.2024 | 1.09% | 0.91 CHF | 0.92 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 546'107 CHF | 230'045 CHF | 94.89% | 94.89% |
03.05.2024 | 1.08% | 0.93 CHF | 0.94 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 550'167 CHF | 231'736 CHF | 94.58% | 94.58% |
02.05.2024 | 1.09% | 0.92 CHF | 0.93 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 548'982 CHF | 231'242 CHF | 95.17% | 95.17% |