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 | 1.10% | 0.90 CHF | 0.91 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 270'905 CHF | 91'302 CHF | 98.87% | 98.87% |
15.05.2024 | 1.20% | 0.86 CHF | 0.87 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 248'060 CHF | 83'687 CHF | 99.10% | 99.10% |
14.05.2024 | 1.20% | 0.82 CHF | 0.83 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 249'177 CHF | 84'059 CHF | 98.24% | 98.24% |
13.05.2024 | 1.15% | 0.87 CHF | 0.88 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 260'002 CHF | 87'667 CHF | 94.83% | 94.83% |
10.05.2024 | 1.14% | 0.85 CHF | 0.86 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 260'747 CHF | 87'916 CHF | 98.92% | 98.92% |
08.05.2024 | 1.16% | 0.86 CHF | 0.87 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 257'018 CHF | 86'673 CHF | 98.82% | 98.82% |
07.05.2024 | 1.34% | 0.80 CHF | 0.81 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 223'333 CHF | 75'444 CHF | 99.15% | 99.15% |
06.05.2024 | 1.45% | 0.71 CHF | 0.72 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 205'637 CHF | 69'546 CHF | 98.80% | 98.80% |
03.05.2024 | 1.49% | 0.68 CHF | 0.69 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 199'866 CHF | 67'622 CHF | 98.38% | 98.38% |
02.05.2024 | 1.55% | 0.64 CHF | 0.65 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 191'656 CHF | 64'886 CHF | 98.82% | 98.82% |