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 | 1.28% | 0.76 CHF | 0.77 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 232'999 CHF | 78'666 CHF | 98.47% | 98.47% |
15.05.2024 | 1.31% | 0.77 CHF | 0.78 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 227'379 CHF | 76'793 CHF | 98.33% | 98.33% |
14.05.2024 | 1.31% | 0.76 CHF | 0.77 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 227'776 CHF | 76'925 CHF | 99.36% | 99.36% |
13.05.2024 | 1.29% | 0.74 CHF | 0.75 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 230'617 CHF | 77'872 CHF | 98.93% | 98.93% |
10.05.2024 | 1.28% | 0.78 CHF | 0.79 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 232'402 CHF | 78'468 CHF | 99.36% | 99.36% |
08.05.2024 | 1.33% | 0.75 CHF | 0.76 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 224'356 CHF | 75'785 CHF | 99.36% | 99.36% |
07.05.2024 | 1.29% | 0.75 CHF | 0.76 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 231'296 CHF | 78'099 CHF | 94.66% | 94.66% |
06.05.2024 | 1.30% | 0.77 CHF | 0.78 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 229'097 CHF | 77'366 CHF | 99.37% | 99.37% |
03.05.2024 | 1.41% | 0.72 CHF | 0.73 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 210'878 CHF | 71'293 CHF | 96.17% | 96.17% |
02.05.2024 | 1.44% | 0.70 CHF | 0.71 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 207'130 CHF | 70'043 CHF | 99.36% | 99.36% |