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 | 0.68% | 1.48 CHF | 1.49 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 442'325 CHF | 148'442 CHF | 99.23% | 99.23% |
15.05.2024 | 0.73% | 1.35 CHF | 1.36 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 410'744 CHF | 137'915 CHF | 98.86% | 98.86% |
14.05.2024 | 0.75% | 1.36 CHF | 1.37 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 400'418 CHF | 134'473 CHF | 99.12% | 99.12% |
13.05.2024 | 0.71% | 1.39 CHF | 1.40 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 423'009 CHF | 142'003 CHF | 94.52% | 94.52% |
10.05.2024 | 0.69% | 1.47 CHF | 1.48 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 433'100 CHF | 145'367 CHF | 98.08% | 98.08% |
08.05.2024 | 0.89% | 1.15 CHF | 1.16 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 335'419 CHF | 112'806 CHF | 96.87% | 96.87% |
07.05.2024 | 1.07% | 1.00 CHF | 1.01 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 278'576 CHF | 93'859 CHF | 96.76% | 96.76% |
06.05.2024 | 1.16% | 0.90 CHF | 0.91 CHF | 300'000 | 100'000 | 329'217 | 109'739 | 281'367 CHF | 94'886 CHF | 98.91% | 98.91% |
03.05.2024 | 1.20% | 0.78 CHF | 0.79 CHF | 450'000 | 150'000 | 447'273 | 149'091 | 369'820 CHF | 124'764 CHF | 98.69% | 98.69% |
02.05.2024 | 1.10% | 0.88 CHF | 0.89 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 272'437 CHF | 91'812 CHF | 99.19% | 99.19% |