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 | 1.46% | 0.70 CHF | 0.71 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 203'553 CHF | 68'851 CHF | 99.35% | 99.35% |
15.05.2024 | 1.28% | 0.77 CHF | 0.78 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 232'952 CHF | 78'651 CHF | 99.34% | 99.34% |
14.05.2024 | 1.25% | 0.76 CHF | 0.77 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 238'452 CHF | 80'484 CHF | 95.39% | 95.39% |
13.05.2024 | 1.45% | 0.76 CHF | 0.77 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 205'485 CHF | 69'495 CHF | 97.19% | 97.19% |
10.05.2024 | 1.80% | 0.65 CHF | 0.66 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 165'897 CHF | 56'299 CHF | 93.51% | 93.51% |
08.05.2024 | 1.94% | 0.49 CHF | 0.50 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 153'005 CHF | 52'002 CHF | 99.31% | 99.31% |
07.05.2024 | 1.86% | 0.50 CHF | 0.51 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 160'242 CHF | 54'414 CHF | 97.80% | 97.80% |
06.05.2024 | 1.60% | 0.56 CHF | 0.57 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 186'471 CHF | 63'157 CHF | 97.80% | 97.80% |
03.05.2024 | 1.45% | 0.67 CHF | 0.68 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 205'508 CHF | 69'503 CHF | 99.01% | 99.01% |
02.05.2024 | 1.30% | 0.74 CHF | 0.75 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 229'195 CHF | 77'398 CHF | 99.04% | 99.04% |