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 | 2.06% | 0.50 CHF | 0.51 CHF | 300'000 | 300'000 | 299'756 | 299'756 | 144'830 CHF | 147'830 CHF | 100.00% | 100.00% |
15.05.2024 | 1.44% | 0.57 CHF | 0.58 CHF | 300'000 | 300'000 | 299'239 | 299'239 | 208'928 CHF | 211'928 CHF | 99.90% | 99.90% |
14.05.2024 | 1.14% | 0.80 CHF | 0.81 CHF | 300'000 | 300'000 | 299'793 | 299'793 | 262'107 CHF | 265'107 CHF | 99.80% | 99.80% |
13.05.2024 | 1.15% | 0.88 CHF | 0.89 CHF | 300'000 | 300'000 | 299'999 | 299'987 | 259'868 CHF | 262'858 CHF | 100.00% | 100.00% |
10.05.2024 | 1.06% | 0.91 CHF | 0.92 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 282'203 CHF | 285'203 CHF | 100.00% | 100.00% |
08.05.2024 | 0.81% | 1.21 CHF | 1.22 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 370'640 CHF | 373'640 CHF | 99.77% | 99.77% |
07.05.2024 | 0.69% | 1.33 CHF | 1.34 CHF | 300'000 | 300'000 | 299'843 | 299'843 | 434'770 CHF | 437'770 CHF | 96.15% | 96.15% |
06.05.2024 | 0.59% | 1.71 CHF | 1.72 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 505'214 CHF | 508'214 CHF | 100.00% | 100.00% |
03.05.2024 | 0.54% | 1.83 CHF | 1.84 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 549'572 CHF | 552'572 CHF | 99.87% | 99.87% |
02.05.2024 | 0.53% | 1.96 CHF | 1.97 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 561'653 CHF | 564'653 CHF | 99.65% | 99.65% |