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 | 0.76% | 1.31 CHF | 1.32 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 392'622 CHF | 131'874 CHF | 99.08% | 99.08% |
15.05.2024 | 0.82% | 1.20 CHF | 1.21 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 363'465 CHF | 122'155 CHF | 98.84% | 98.84% |
14.05.2024 | 0.84% | 1.21 CHF | 1.22 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 354'046 CHF | 119'015 CHF | 98.99% | 98.99% |
13.05.2024 | 0.80% | 1.22 CHF | 1.23 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 373'312 CHF | 125'437 CHF | 94.57% | 94.57% |
10.05.2024 | 0.78% | 1.31 CHF | 1.32 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 383'048 CHF | 128'683 CHF | 98.08% | 98.08% |
08.05.2024 | 1.02% | 1.00 CHF | 1.01 CHF | 300'000 | 100'000 | 368'296 | 122'765 | 356'376 CHF | 120'020 CHF | 96.90% | 96.90% |
07.05.2024 | 1.24% | 0.87 CHF | 0.88 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 361'896 CHF | 122'132 CHF | 96.76% | 96.76% |
06.05.2024 | 1.34% | 0.78 CHF | 0.79 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 334'177 CHF | 112'892 CHF | 98.89% | 98.89% |
03.05.2024 | 1.39% | 0.67 CHF | 0.68 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 322'507 CHF | 109'002 CHF | 98.70% | 98.70% |
02.05.2024 | 1.26% | 0.76 CHF | 0.77 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 355'196 CHF | 119'899 CHF | 99.14% | 99.14% |