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 | 0.46% | 2.16 CHF | 2.17 CHF | 300'000 | 300'000 | 299'764 | 299'764 | 653'207 CHF | 656'207 CHF | 100.00% | 100.00% |
15.05.2024 | 0.51% | 2.08 CHF | 2.09 CHF | 300'000 | 300'000 | 299'240 | 299'240 | 587'461 CHF | 590'461 CHF | 99.89% | 99.89% |
14.05.2024 | 0.56% | 1.86 CHF | 1.87 CHF | 300'000 | 300'000 | 299'768 | 299'768 | 536'280 CHF | 539'280 CHF | 99.80% | 99.80% |
13.05.2024 | 0.56% | 1.79 CHF | 1.80 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 535'832 CHF | 538'832 CHF | 100.00% | 100.00% |
10.05.2024 | 0.59% | 1.74 CHF | 1.75 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 508'828 CHF | 511'828 CHF | 100.00% | 100.00% |
08.05.2024 | 0.72% | 1.42 CHF | 1.43 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 416'667 CHF | 419'667 CHF | 99.77% | 99.77% |
07.05.2024 | 0.86% | 1.28 CHF | 1.29 CHF | 300'000 | 300'000 | 299'841 | 299'841 | 347'447 CHF | 350'447 CHF | 96.15% | 96.15% |
06.05.2024 | 1.08% | 0.89 CHF | 0.90 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 275'600 CHF | 278'600 CHF | 100.00% | 100.00% |
03.05.2024 | 1.29% | 0.78 CHF | 0.79 CHF | 300'000 | 300'000 | 300'000 | 299'996 | 231'274 CHF | 234'272 CHF | 99.89% | 99.89% |
02.05.2024 | 1.36% | 0.65 CHF | 0.66 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 220'673 CHF | 223'673 CHF | 99.61% | 99.61% |