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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.47% | 2.16 CHF | 2.17 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 638'418 CHF | 641'418 CHF | 100.00% | 100.00% |
16.05.2024 | 0.50% | 1.97 CHF | 1.98 CHF | 300'000 | 300'000 | 299'750 | 299'750 | 597'100 CHF | 600'100 CHF | 100.00% | 100.00% |
15.05.2024 | 0.56% | 1.89 CHF | 1.90 CHF | 300'000 | 300'000 | 299'372 | 299'372 | 531'791 CHF | 534'792 CHF | 99.90% | 99.90% |
14.05.2024 | 0.62% | 1.68 CHF | 1.69 CHF | 300'000 | 300'000 | 299'965 | 299'965 | 480'628 CHF | 483'628 CHF | 99.79% | 99.79% |
13.05.2024 | 0.62% | 1.60 CHF | 1.61 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 480'907 CHF | 483'907 CHF | 100.00% | 100.00% |
10.05.2024 | 0.65% | 1.57 CHF | 1.58 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 460'913 CHF | 463'913 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 1.27 CHF | 1.28 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 373'531 CHF | 376'531 CHF | 99.77% | 99.77% |
07.05.2024 | 0.98% | 1.14 CHF | 1.15 CHF | 300'000 | 300'000 | 299'800 | 299'800 | 307'080 CHF | 310'080 CHF | 96.15% | 96.15% |
06.05.2024 | 1.27% | 0.75 CHF | 0.76 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 234'683 CHF | 237'683 CHF | 100.00% | 100.00% |
03.05.2024 | 1.57% | 0.64 CHF | 0.65 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 190'523 CHF | 193'523 CHF | 99.91% | 99.91% |