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 | 1.61% | 0.63 CHF | 0.64 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 185'530 CHF | 62'843 CHF | 99.27% | 99.27% |
15.05.2024 | 1.69% | 0.55 CHF | 0.56 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 176'230 CHF | 59'743 CHF | 99.09% | 99.09% |
14.05.2024 | 1.57% | 0.62 CHF | 0.63 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 190'277 CHF | 64'426 CHF | 99.27% | 99.27% |
13.05.2024 | 1.42% | 0.68 CHF | 0.69 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 210'569 CHF | 71'190 CHF | 98.81% | 98.81% |
10.05.2024 | 1.59% | 0.69 CHF | 0.70 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 187'286 CHF | 63'429 CHF | 99.27% | 99.27% |
08.05.2024 | 1.65% | 0.58 CHF | 0.59 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 180'509 CHF | 61'170 CHF | 99.27% | 99.27% |
07.05.2024 | 1.60% | 0.62 CHF | 0.63 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 185'573 CHF | 62'858 CHF | 99.27% | 99.27% |
06.05.2024 | 1.71% | 0.59 CHF | 0.60 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 174'078 CHF | 59'026 CHF | 99.27% | 99.27% |
03.05.2024 | 1.78% | 0.57 CHF | 0.58 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 167'215 CHF | 56'738 CHF | 99.15% | 99.15% |
02.05.2024 | 1.78% | 0.55 CHF | 0.56 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 166'945 CHF | 56'649 CHF | 98.66% | 98.66% |