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 | 0.73% | 1.37 CHF | 1.38 CHF | 225'000 | 75'000 | 226'702 | 75'567 | 308'475 CHF | 103'581 CHF | 99.23% | 99.23% |
15.05.2024 | 0.80% | 1.23 CHF | 1.24 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 374'910 CHF | 125'970 CHF | 98.85% | 98.85% |
14.05.2024 | 0.82% | 1.24 CHF | 1.25 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 364'168 CHF | 122'389 CHF | 99.08% | 99.08% |
13.05.2024 | 0.77% | 1.27 CHF | 1.28 CHF | 300'000 | 100'000 | 264'060 | 88'020 | 339'648 CHF | 114'096 CHF | 94.44% | 94.44% |
10.05.2024 | 0.75% | 1.36 CHF | 1.37 CHF | 225'000 | 75'000 | 227'229 | 75'743 | 302'449 CHF | 101'574 CHF | 98.08% | 98.08% |
08.05.2024 | 1.01% | 1.02 CHF | 1.03 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 296'931 CHF | 99'977 CHF | 96.87% | 96.87% |
07.05.2024 | 1.25% | 0.86 CHF | 0.87 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 237'898 CHF | 80'299 CHF | 96.77% | 96.77% |
06.05.2024 | 1.38% | 0.77 CHF | 0.78 CHF | 300'000 | 100'000 | 300'066 | 100'022 | 216'290 CHF | 73'097 CHF | 99.07% | 99.07% |
03.05.2024 | 1.44% | 0.64 CHF | 0.65 CHF | 450'000 | 150'000 | 340'251 | 113'417 | 232'869 CHF | 78'757 CHF | 98.68% | 98.68% |
02.05.2024 | 1.29% | 0.74 CHF | 0.75 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 231'334 CHF | 78'111 CHF | 99.22% | 99.22% |