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 | 0.66% | 1.53 CHF | 1.54 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 454'617 CHF | 152'539 CHF | 98.94% | 98.94% |
15.05.2024 | 0.70% | 1.44 CHF | 1.45 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 429'089 CHF | 144'030 CHF | 94.72% | 94.72% |
14.05.2024 | 0.68% | 1.40 CHF | 1.41 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 440'405 CHF | 147'802 CHF | 99.03% | 99.03% |
13.05.2024 | 0.65% | 1.43 CHF | 1.44 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 460'306 CHF | 154'435 CHF | 98.77% | 98.77% |
10.05.2024 | 0.61% | 1.55 CHF | 1.56 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 486'846 CHF | 163'282 CHF | 99.43% | 99.43% |
08.05.2024 | 0.58% | 1.41 CHF | 1.42 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 526'568 CHF | 176'523 CHF | 93.38% | 93.38% |
07.05.2024 | 0.51% | 1.93 CHF | 1.94 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 591'022 CHF | 198'007 CHF | 99.61% | 99.61% |
06.05.2024 | 0.53% | 2.01 CHF | 2.02 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 560'735 CHF | 187'912 CHF | 99.60% | 99.60% |
03.05.2024 | 0.56% | 1.83 CHF | 1.84 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 537'536 CHF | 180'179 CHF | 99.47% | 99.47% |
02.05.2024 | 0.57% | 1.80 CHF | 1.81 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 520'448 CHF | 174'483 CHF | 99.52% | 99.52% |