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 | 1.09% | 0.91 CHF | 0.92 CHF | 500'000 | 500'000 | 304'333 | 304'333 | 278'944 CHF | 281'988 CHF | 99.67% | 99.67% |
15.05.2024 | 1.25% | 0.87 CHF | 0.88 CHF | 500'000 | 500'000 | 304'921 | 304'921 | 244'605 CHF | 247'654 CHF | 98.51% | 98.51% |
14.05.2024 | 1.36% | 0.75 CHF | 0.76 CHF | 500'000 | 500'000 | 306'147 | 306'147 | 224'439 CHF | 227'501 CHF | 96.44% | 96.44% |
13.05.2024 | 1.26% | 0.73 CHF | 0.74 CHF | 500'000 | 500'000 | 305'379 | 305'379 | 237'954 CHF | 241'008 CHF | 97.75% | 97.75% |
10.05.2024 | 1.34% | 0.73 CHF | 0.74 CHF | 500'000 | 500'000 | 303'275 | 303'275 | 224'196 CHF | 227'229 CHF | 98.60% | 98.60% |
08.05.2024 | 1.46% | 0.70 CHF | 0.71 CHF | 500'000 | 500'000 | 304'435 | 304'435 | 206'507 CHF | 209'551 CHF | 99.40% | 99.40% |
07.05.2024 | 1.36% | 0.72 CHF | 0.73 CHF | 500'000 | 500'000 | 304'287 | 304'287 | 221'521 CHF | 224'564 CHF | 99.64% | 99.64% |
06.05.2024 | 1.55% | 0.67 CHF | 0.68 CHF | 500'000 | 500'000 | 304'333 | 304'333 | 195'481 CHF | 198'525 CHF | 99.61% | 99.61% |
03.05.2024 | 1.94% | 0.60 CHF | 0.61 CHF | 500'000 | 500'000 | 301'930 | 301'930 | 159'767 CHF | 162'786 CHF | 98.24% | 98.24% |
02.05.2024 | 2.13% | 0.46 CHF | 0.47 CHF | 500'000 | 500'000 | 304'285 | 304'285 | 140'534 CHF | 143'576 CHF | 99.62% | 99.62% |