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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.05.2024 | 1.08% | 0.93 CHF | 0.94 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 276'858 CHF | 93'286 CHF | 99.28% | 99.28% |
21.05.2024 | 1.13% | 0.92 CHF | 0.93 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 263'508 CHF | 88'836 CHF | 96.29% | 96.29% |
17.05.2024 | 1.06% | 0.91 CHF | 0.92 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 281'835 CHF | 94'945 CHF | 97.20% | 97.20% |
16.05.2024 | 0.99% | 0.98 CHF | 0.99 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 300'433 CHF | 101'144 CHF | 99.36% | 99.36% |
15.05.2024 | 1.10% | 0.91 CHF | 0.92 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 271'212 CHF | 91'404 CHF | 99.34% | 99.34% |
14.05.2024 | 1.11% | 0.93 CHF | 0.94 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 267'732 CHF | 90'244 CHF | 95.39% | 95.39% |
13.05.2024 | 1.00% | 0.93 CHF | 0.94 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 300'251 CHF | 101'084 CHF | 97.18% | 97.18% |
10.05.2024 | 0.88% | 1.04 CHF | 1.05 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 341'185 CHF | 114'728 CHF | 93.51% | 93.51% |
08.05.2024 | 0.84% | 1.21 CHF | 1.22 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 356'121 CHF | 119'707 CHF | 99.31% | 99.31% |
07.05.2024 | 0.86% | 1.20 CHF | 1.21 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 347'449 CHF | 116'816 CHF | 97.80% | 97.80% |