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 | 1.47% | 0.67 CHF | 0.68 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 202'977 CHF | 68'659 CHF | 99.24% | 99.24% |
15.05.2024 | 1.44% | 0.68 CHF | 0.69 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 207'234 CHF | 70'078 CHF | 99.15% | 99.15% |
14.05.2024 | 1.43% | 0.72 CHF | 0.73 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 208'335 CHF | 70'445 CHF | 99.01% | 99.01% |
13.05.2024 | 1.48% | 0.68 CHF | 0.69 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 201'595 CHF | 68'198 CHF | 98.36% | 98.36% |
10.05.2024 | 1.46% | 0.68 CHF | 0.69 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 204'501 CHF | 69'167 CHF | 99.22% | 99.22% |
08.05.2024 | 1.42% | 0.70 CHF | 0.71 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 209'499 CHF | 70'833 CHF | 99.23% | 99.23% |
07.05.2024 | 1.39% | 0.70 CHF | 0.71 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 214'682 CHF | 72'561 CHF | 99.24% | 99.24% |
06.05.2024 | 1.39% | 0.73 CHF | 0.74 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 214'380 CHF | 72'460 CHF | 97.72% | 97.72% |
03.05.2024 | 1.36% | 0.75 CHF | 0.76 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 219'414 CHF | 74'138 CHF | 99.19% | 99.19% |
02.05.2024 | 1.34% | 0.73 CHF | 0.74 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 221'685 CHF | 74'895 CHF | 99.23% | 99.23% |