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 | - | 0.93 CHF | 0.85 CHF | 300'000 | 100'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.90% |
15.05.2024 | 1.25% | 0.82 CHF | 0.83 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 238'629 CHF | 80'543 CHF | 99.30% | 99.30% |
14.05.2024 | 1.34% | 0.77 CHF | 0.78 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 221'900 CHF | 74'967 CHF | 99.12% | 99.12% |
13.05.2024 | 1.58% | 0.65 CHF | 0.66 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 188'154 CHF | 63'718 CHF | 98.93% | 98.93% |
10.05.2024 | 1.33% | 0.71 CHF | 0.72 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 223'766 CHF | 75'589 CHF | 99.22% | 99.22% |
08.05.2024 | 1.25% | 0.78 CHF | 0.79 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 237'752 CHF | 80'251 CHF | 99.51% | 99.51% |
07.05.2024 | 1.34% | 0.82 CHF | 0.83 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 223'104 CHF | 75'368 CHF | 99.44% | 99.44% |
06.05.2024 | 1.41% | 0.69 CHF | 0.70 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 210'598 CHF | 71'199 CHF | 99.45% | 99.45% |
03.05.2024 | 1.45% | 0.62 CHF | 0.63 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 206'490 CHF | 69'830 CHF | 99.24% | 99.24% |
02.05.2024 | 1.54% | 0.65 CHF | 0.66 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 193'861 CHF | 65'621 CHF | 98.94% | 98.94% |