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 | 0.99% | 0.97 CHF | 0.98 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 301'788 CHF | 101'596 CHF | 99.23% | 99.23% |
15.05.2024 | 0.93% | 1.06 CHF | 1.07 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 320'830 CHF | 107'943 CHF | 98.93% | 98.93% |
14.05.2024 | 0.94% | 1.08 CHF | 1.09 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 317'816 CHF | 106'939 CHF | 95.48% | 95.48% |
13.05.2024 | 1.05% | 1.02 CHF | 1.03 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 283'891 CHF | 95'630 CHF | 94.56% | 94.56% |
10.05.2024 | 1.09% | 0.98 CHF | 0.99 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 273'264 CHF | 92'088 CHF | 98.93% | 98.93% |
08.05.2024 | 1.69% | 0.82 CHF | 0.83 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 180'267 CHF | 61'089 CHF | 85.91% | 85.91% |
07.05.2024 | 1.89% | 0.54 CHF | 0.55 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 157'166 CHF | 53'389 CHF | 99.23% | 99.23% |
06.05.2024 | 1.94% | 0.52 CHF | 0.53 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 152'897 CHF | 51'966 CHF | 99.23% | 99.23% |
03.05.2024 | 1.85% | 0.54 CHF | 0.55 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 161'192 CHF | 54'731 CHF | 86.06% | 86.06% |
02.05.2024 | 1.90% | 0.53 CHF | 0.54 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 156'741 CHF | 53'247 CHF | 98.33% | 98.33% |