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 | 1.02% | 1.00 CHF | 1.01 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 293'800 CHF | 98'933 CHF | 99.36% | 99.36% |
15.05.2024 | 0.92% | 1.07 CHF | 1.08 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 323'470 CHF | 108'823 CHF | 99.34% | 99.34% |
14.05.2024 | 0.91% | 1.06 CHF | 1.07 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 329'485 CHF | 110'828 CHF | 95.39% | 95.39% |
13.05.2024 | 1.01% | 1.06 CHF | 1.07 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 296'509 CHF | 99'836 CHF | 97.20% | 97.20% |
10.05.2024 | 1.16% | 0.96 CHF | 0.97 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 257'431 CHF | 86'811 CHF | 93.51% | 93.51% |
08.05.2024 | 1.22% | 0.79 CHF | 0.80 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 243'747 CHF | 82'249 CHF | 99.31% | 99.31% |
07.05.2024 | 1.19% | 0.80 CHF | 0.81 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 251'552 CHF | 84'851 CHF | 97.80% | 97.80% |
06.05.2024 | 1.08% | 0.87 CHF | 0.88 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 277'296 CHF | 93'432 CHF | 97.78% | 97.78% |
03.05.2024 | 1.01% | 0.98 CHF | 0.99 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 296'242 CHF | 99'747 CHF | 99.01% | 99.01% |
02.05.2024 | 0.93% | 1.04 CHF | 1.05 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 320'868 CHF | 107'956 CHF | 99.04% | 99.04% |