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 | 1.66% | 0.58 CHF | 0.59 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 179'607 CHF | 60'869 CHF | 98.48% | 98.48% |
15.05.2024 | 1.74% | 0.59 CHF | 0.60 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 170'603 CHF | 57'868 CHF | 98.33% | 98.33% |
14.05.2024 | 1.74% | 0.57 CHF | 0.58 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 170'963 CHF | 57'988 CHF | 99.35% | 99.35% |
13.05.2024 | 1.78% | 0.56 CHF | 0.57 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 166'725 CHF | 56'575 CHF | 98.93% | 98.93% |
10.05.2024 | 1.76% | 0.56 CHF | 0.57 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 168'799 CHF | 57'266 CHF | 99.36% | 99.36% |
08.05.2024 | 1.92% | 0.52 CHF | 0.53 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 154'630 CHF | 52'543 CHF | 99.36% | 99.36% |
07.05.2024 | 1.97% | 0.50 CHF | 0.51 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 151'090 CHF | 51'363 CHF | 94.63% | 94.63% |
06.05.2024 | 1.99% | 0.49 CHF | 0.50 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 149'274 CHF | 50'758 CHF | 99.37% | 99.37% |
03.05.2024 | 2.00% | 0.50 CHF | 0.51 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 148'637 CHF | 50'546 CHF | 99.37% | 99.37% |
02.05.2024 | 2.15% | 0.46 CHF | 0.47 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 138'030 CHF | 47'010 CHF | 99.36% | 99.36% |