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 | 1.53% | 0.64 CHF | 0.65 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 194'175 CHF | 65'725 CHF | 98.49% | 98.49% |
15.05.2024 | 1.54% | 0.64 CHF | 0.65 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 193'129 CHF | 65'376 CHF | 98.31% | 98.31% |
14.05.2024 | 1.52% | 0.62 CHF | 0.63 CHF | 300'000 | 100'000 | 290'866 | 96'955 | 190'204 CHF | 64'371 CHF | 99.36% | 99.36% |
13.05.2024 | 1.46% | 0.65 CHF | 0.66 CHF | 300'000 | 100'000 | 289'173 | 96'391 | 196'807 CHF | 66'566 CHF | 98.93% | 98.93% |
10.05.2024 | 1.39% | 0.70 CHF | 0.71 CHF | 300'000 | 100'000 | 253'426 | 84'475 | 180'030 CHF | 60'854 CHF | 99.22% | 99.22% |
08.05.2024 | 1.28% | 0.72 CHF | 0.73 CHF | 225'000 | 75'000 | 225'500 | 75'160 | 176'426 CHF | 59'555 CHF | 98.60% | 98.60% |
07.05.2024 | 0.99% | 0.98 CHF | 0.99 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 226'620 CHF | 76'290 CHF | 94.70% | 94.70% |
06.05.2024 | 0.94% | 1.04 CHF | 1.05 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 237'591 CHF | 79'947 CHF | 99.36% | 99.36% |
03.05.2024 | 1.03% | 1.00 CHF | 1.01 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 217'244 CHF | 73'165 CHF | 99.27% | 99.27% |
02.05.2024 | 1.03% | 0.97 CHF | 0.98 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 217'279 CHF | 73'176 CHF | 99.36% | 99.36% |