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 | 1.22% | 0.80 CHF | 0.81 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 243'715 CHF | 82'238 CHF | 98.64% | 98.64% |
15.05.2024 | 1.23% | 0.78 CHF | 0.79 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 242'488 CHF | 81'829 CHF | 98.41% | 98.41% |
14.05.2024 | 1.32% | 0.80 CHF | 0.81 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 226'156 CHF | 76'385 CHF | 98.58% | 98.58% |
13.05.2024 | 1.18% | 0.85 CHF | 0.86 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 252'404 CHF | 85'135 CHF | 97.90% | 97.90% |
10.05.2024 | 1.17% | 0.84 CHF | 0.85 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 254'768 CHF | 85'923 CHF | 97.89% | 97.89% |
08.05.2024 | 1.32% | 0.76 CHF | 0.77 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 226'714 CHF | 76'571 CHF | 99.00% | 99.00% |
07.05.2024 | 1.58% | 0.64 CHF | 0.65 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 188'135 CHF | 63'712 CHF | 99.24% | 99.24% |
06.05.2024 | 1.88% | 0.55 CHF | 0.56 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 158'585 CHF | 53'862 CHF | 99.28% | 99.28% |
03.05.2024 | 2.47% | 0.38 CHF | 0.39 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 120'571 CHF | 41'191 CHF | 98.86% | 98.86% |
02.05.2024 | 1.88% | 0.50 CHF | 0.51 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 158'607 CHF | 53'869 CHF | 99.20% | 99.20% |