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 | 1.62% | 0.60 CHF | 0.61 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 183'824 CHF | 62'275 CHF | 98.49% | 98.49% |
15.05.2024 | 1.63% | 0.61 CHF | 0.62 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 183'007 CHF | 62'002 CHF | 98.31% | 98.31% |
14.05.2024 | 1.60% | 0.59 CHF | 0.60 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 186'201 CHF | 63'067 CHF | 99.35% | 99.35% |
13.05.2024 | 1.54% | 0.61 CHF | 0.62 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 192'867 CHF | 65'289 CHF | 98.93% | 98.93% |
10.05.2024 | 1.48% | 0.66 CHF | 0.67 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 201'091 CHF | 68'030 CHF | 99.23% | 99.23% |
08.05.2024 | 1.36% | 0.68 CHF | 0.69 CHF | 300'000 | 100'000 | 300'000 | 99'999 | 219'650 CHF | 74'216 CHF | 98.60% | 98.60% |
07.05.2024 | 1.07% | 0.91 CHF | 0.92 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 279'155 CHF | 94'052 CHF | 94.71% | 94.71% |
06.05.2024 | 1.02% | 0.96 CHF | 0.97 CHF | 300'000 | 100'000 | 278'734 | 92'911 | 270'575 CHF | 91'121 CHF | 99.36% | 99.36% |
03.05.2024 | 1.12% | 0.92 CHF | 0.93 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 267'539 CHF | 90'180 CHF | 99.27% | 99.27% |
02.05.2024 | 1.11% | 0.89 CHF | 0.90 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 267'679 CHF | 90'226 CHF | 99.36% | 99.36% |