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% | 0.80 CHF | 0.81 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 232'959 CHF | 78'653 CHF | 99.09% | 99.09% |
15.05.2024 | 1.29% | 0.77 CHF | 0.78 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 231'905 CHF | 78'302 CHF | 99.49% | 99.49% |
14.05.2024 | 1.23% | 0.75 CHF | 0.76 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 242'671 CHF | 81'890 CHF | 98.35% | 98.35% |
13.05.2024 | 1.25% | 0.80 CHF | 0.81 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 237'996 CHF | 80'332 CHF | 98.56% | 98.56% |
10.05.2024 | 1.30% | 0.79 CHF | 0.80 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 229'746 CHF | 77'582 CHF | 99.59% | 99.59% |
08.05.2024 | 1.34% | 0.75 CHF | 0.76 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 223'228 CHF | 75'409 CHF | 99.57% | 99.57% |
07.05.2024 | 1.36% | 0.72 CHF | 0.73 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 218'771 CHF | 73'924 CHF | 99.44% | 99.44% |
06.05.2024 | 1.39% | 0.70 CHF | 0.71 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 214'595 CHF | 72'532 CHF | 99.56% | 99.56% |
03.05.2024 | 1.42% | 0.70 CHF | 0.71 CHF | 300'000 | 100'000 | 301'627 | 100'542 | 210'646 CHF | 71'221 CHF | 99.40% | 99.40% |
02.05.2024 | 1.39% | 0.72 CHF | 0.73 CHF | 300'000 | 100'000 | 305'192 | 101'731 | 218'248 CHF | 73'767 CHF | 99.57% | 99.57% |