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 | 1.47% | 0.66 CHF | 0.67 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 203'276 CHF | 68'759 CHF | 98.47% | 98.47% |
15.05.2024 | 1.53% | 0.67 CHF | 0.68 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 194'458 CHF | 65'819 CHF | 98.32% | 98.32% |
14.05.2024 | 1.52% | 0.65 CHF | 0.66 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 195'489 CHF | 66'163 CHF | 99.36% | 99.36% |
13.05.2024 | 1.56% | 0.64 CHF | 0.65 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 190'273 CHF | 64'424 CHF | 98.93% | 98.93% |
10.05.2024 | 1.54% | 0.64 CHF | 0.65 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 192'799 CHF | 65'266 CHF | 99.36% | 99.36% |
08.05.2024 | 1.69% | 0.59 CHF | 0.60 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 175'536 CHF | 59'512 CHF | 99.34% | 99.34% |
07.05.2024 | 1.73% | 0.57 CHF | 0.58 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 171'454 CHF | 58'152 CHF | 94.65% | 94.65% |
06.05.2024 | 1.75% | 0.56 CHF | 0.57 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 170'204 CHF | 57'735 CHF | 99.37% | 99.37% |
03.05.2024 | 1.76% | 0.57 CHF | 0.58 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 169'286 CHF | 57'429 CHF | 99.37% | 99.37% |
02.05.2024 | 1.85% | 0.53 CHF | 0.54 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 160'894 CHF | 54'631 CHF | 99.36% | 99.36% |