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 | 1.60% | 0.61 CHF | 0.62 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 185'580 CHF | 62'860 CHF | 99.24% | 99.24% |
15.05.2024 | 1.56% | 0.63 CHF | 0.64 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 191'356 CHF | 64'785 CHF | 99.15% | 99.15% |
14.05.2024 | 1.56% | 0.66 CHF | 0.67 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 191'441 CHF | 64'814 CHF | 99.01% | 99.01% |
13.05.2024 | 1.60% | 0.63 CHF | 0.64 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 185'625 CHF | 62'875 CHF | 98.27% | 98.27% |
10.05.2024 | 1.58% | 0.62 CHF | 0.63 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 188'305 CHF | 63'768 CHF | 99.22% | 99.22% |
08.05.2024 | 1.54% | 0.64 CHF | 0.65 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 192'938 CHF | 65'313 CHF | 99.23% | 99.23% |
07.05.2024 | 1.51% | 0.65 CHF | 0.66 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 197'544 CHF | 66'848 CHF | 99.24% | 99.24% |
06.05.2024 | 1.50% | 0.68 CHF | 0.69 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 197'984 CHF | 66'995 CHF | 97.72% | 97.72% |
03.05.2024 | 1.47% | 0.69 CHF | 0.70 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 202'735 CHF | 68'578 CHF | 99.18% | 99.18% |
02.05.2024 | 1.46% | 0.67 CHF | 0.68 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 204'447 CHF | 69'149 CHF | 99.23% | 99.23% |