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 | 1.12% | 0.88 CHF | 0.89 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 267'573 CHF | 90'191 CHF | 99.22% | 99.22% |
15.05.2024 | 1.06% | 0.92 CHF | 0.93 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 281'377 CHF | 94'793 CHF | 99.16% | 99.16% |
14.05.2024 | 1.06% | 0.97 CHF | 0.98 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 281'178 CHF | 94'726 CHF | 99.23% | 99.23% |
13.05.2024 | 1.01% | 1.03 CHF | 1.04 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 294'916 CHF | 99'305 CHF | 98.28% | 98.28% |
10.05.2024 | 1.09% | 0.93 CHF | 0.94 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 274'509 CHF | 92'503 CHF | 99.23% | 99.23% |
08.05.2024 | 1.12% | 0.87 CHF | 0.88 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 266'038 CHF | 89'679 CHF | 99.21% | 99.21% |
07.05.2024 | 1.27% | 0.82 CHF | 0.83 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 234'948 CHF | 79'316 CHF | 99.20% | 99.20% |
06.05.2024 | 1.25% | 0.77 CHF | 0.78 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 238'141 CHF | 80'380 CHF | 99.28% | 99.28% |
03.05.2024 | 1.22% | 0.80 CHF | 0.81 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 244'395 CHF | 82'465 CHF | 99.19% | 99.19% |
02.05.2024 | 1.21% | 0.82 CHF | 0.83 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 246'729 CHF | 83'243 CHF | 99.20% | 99.20% |