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 | 0.69% | 1.51 CHF | 1.52 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 435'706 CHF | 146'235 CHF | 92.03% | 98.86% |
15.05.2024 | 0.72% | 1.41 CHF | 1.42 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 415'451 CHF | 139'484 CHF | 99.48% | 99.48% |
14.05.2024 | 0.75% | 1.36 CHF | 1.37 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 400'837 CHF | 134'612 CHF | 99.19% | 99.19% |
13.05.2024 | 0.81% | 1.25 CHF | 1.26 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 368'973 CHF | 123'991 CHF | 99.01% | 99.01% |
10.05.2024 | 0.74% | 1.31 CHF | 1.32 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 401'639 CHF | 134'880 CHF | 99.22% | 99.22% |
08.05.2024 | 0.72% | 1.38 CHF | 1.39 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 415'548 CHF | 139'516 CHF | 99.46% | 99.46% |
07.05.2024 | 0.75% | 1.41 CHF | 1.42 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 401'035 CHF | 134'678 CHF | 99.44% | 99.44% |
06.05.2024 | 0.77% | 1.29 CHF | 1.30 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 388'237 CHF | 130'412 CHF | 99.40% | 99.40% |
03.05.2024 | 0.77% | 1.22 CHF | 1.23 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 386'716 CHF | 129'905 CHF | 99.23% | 99.23% |
02.05.2024 | 0.80% | 1.25 CHF | 1.26 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 375'394 CHF | 126'131 CHF | 98.87% | 98.87% |