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 | 1.41% | 0.69 CHF | 0.70 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 210'811 CHF | 71'270 CHF | 98.48% | 98.48% |
15.05.2024 | 1.56% | 0.66 CHF | 0.67 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 191'150 CHF | 64'717 CHF | 98.33% | 98.33% |
14.05.2024 | 1.63% | 0.62 CHF | 0.63 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 183'145 CHF | 62'048 CHF | 99.36% | 99.36% |
13.05.2024 | 1.79% | 0.57 CHF | 0.58 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 166'424 CHF | 56'475 CHF | 98.93% | 98.93% |
10.05.2024 | 1.76% | 0.57 CHF | 0.58 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 168'578 CHF | 57'193 CHF | 99.37% | 99.37% |
08.05.2024 | 1.65% | 0.58 CHF | 0.59 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 180'335 CHF | 61'112 CHF | 99.35% | 99.35% |
07.05.2024 | 1.68% | 0.57 CHF | 0.58 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 177'268 CHF | 60'089 CHF | 94.65% | 94.65% |
06.05.2024 | 1.57% | 0.61 CHF | 0.62 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 189'740 CHF | 64'247 CHF | 99.36% | 99.36% |
03.05.2024 | 1.46% | 0.64 CHF | 0.65 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 203'757 CHF | 68'919 CHF | 99.36% | 99.36% |
02.05.2024 | 1.52% | 0.67 CHF | 0.68 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 196'487 CHF | 66'496 CHF | 99.36% | 99.36% |