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 | 0.72% | 1.36 CHF | 1.37 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 412'873 CHF | 138'624 CHF | 98.12% | 98.12% |
15.05.2024 | 0.78% | 1.32 CHF | 1.33 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 382'182 CHF | 128'394 CHF | 95.70% | 95.70% |
14.05.2024 | 0.78% | 1.30 CHF | 1.31 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 381'608 CHF | 128'203 CHF | 97.48% | 97.48% |
13.05.2024 | 0.80% | 1.25 CHF | 1.26 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 373'786 CHF | 125'595 CHF | 93.26% | 93.26% |
10.05.2024 | 0.77% | 1.30 CHF | 1.31 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 390'672 CHF | 131'224 CHF | 96.59% | 96.59% |
08.05.2024 | 0.82% | 1.24 CHF | 1.25 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 547'020 CHF | 183'840 CHF | 98.52% | 98.52% |
07.05.2024 | 0.92% | 1.11 CHF | 1.12 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 486'190 CHF | 163'563 CHF | 97.56% | 97.56% |
06.05.2024 | 0.89% | 1.11 CHF | 1.12 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 501'143 CHF | 168'548 CHF | 98.33% | 98.33% |
03.05.2024 | 0.98% | 1.07 CHF | 1.08 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 462'676 CHF | 155'725 CHF | 97.90% | 97.90% |
02.05.2024 | 1.24% | 0.79 CHF | 0.80 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 359'497 CHF | 121'332 CHF | 97.46% | 97.46% |