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 | 0.48% | 2.07 CHF | 2.08 CHF | 300'000 | 300'000 | 299'738 | 299'738 | 626'291 CHF | 629'291 CHF | 99.99% | 99.99% |
15.05.2024 | 0.53% | 1.99 CHF | 2.00 CHF | 300'000 | 300'000 | 299'374 | 299'374 | 561'026 CHF | 564'026 CHF | 99.89% | 99.89% |
14.05.2024 | 0.59% | 1.77 CHF | 1.78 CHF | 300'000 | 300'000 | 299'966 | 299'966 | 509'785 CHF | 512'785 CHF | 99.81% | 99.81% |
13.05.2024 | 0.59% | 1.70 CHF | 1.71 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 510'137 CHF | 513'137 CHF | 100.00% | 100.00% |
10.05.2024 | 0.61% | 1.67 CHF | 1.68 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 490'200 CHF | 493'200 CHF | 100.00% | 100.00% |
08.05.2024 | 0.74% | 1.37 CHF | 1.38 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 402'915 CHF | 405'915 CHF | 99.77% | 99.77% |
07.05.2024 | 0.89% | 1.24 CHF | 1.25 CHF | 300'000 | 300'000 | 299'803 | 299'803 | 337'357 CHF | 340'357 CHF | 96.15% | 96.15% |
06.05.2024 | 1.12% | 0.86 CHF | 0.87 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 266'557 CHF | 269'557 CHF | 100.00% | 100.00% |
03.05.2024 | 1.34% | 0.75 CHF | 0.76 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 223'229 CHF | 226'229 CHF | 99.90% | 99.90% |
02.05.2024 | 1.41% | 0.62 CHF | 0.63 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 212'779 CHF | 215'779 CHF | 99.59% | 99.59% |