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 | 1.16% | 0.88 CHF | 0.89 CHF | 300'000 | 300'000 | 299'564 | 299'564 | 257'077 CHF | 260'077 CHF | 100.00% | 100.00% |
15.05.2024 | 1.08% | 0.86 CHF | 0.87 CHF | 280'000 | 280'000 | 279'480 | 279'480 | 257'433 CHF | 260'233 CHF | 99.83% | 99.83% |
14.05.2024 | 0.98% | 0.99 CHF | 1.00 CHF | 270'000 | 270'000 | 270'000 | 270'000 | 274'743 CHF | 277'443 CHF | 99.88% | 99.88% |
13.05.2024 | 0.97% | 1.06 CHF | 1.07 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 307'536 CHF | 310'536 CHF | 99.45% | 99.45% |
10.05.2024 | 1.09% | 0.95 CHF | 0.96 CHF | 260'000 | 260'000 | 260'000 | 260'000 | 238'167 CHF | 240'767 CHF | 100.00% | 100.00% |
08.05.2024 | 0.84% | 1.18 CHF | 1.19 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 297'752 CHF | 300'252 CHF | 99.29% | 99.29% |
07.05.2024 | 0.84% | 1.18 CHF | 1.19 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 295'525 CHF | 298'025 CHF | 100.00% | 100.00% |
06.05.2024 | 0.86% | 1.14 CHF | 1.15 CHF | 230'000 | 230'000 | 230'000 | 230'000 | 265'228 CHF | 267'528 CHF | 100.00% | 100.00% |
03.05.2024 | 0.77% | 1.32 CHF | 1.33 CHF | 240'000 | 240'000 | 240'000 | 240'000 | 309'696 CHF | 312'096 CHF | 98.18% | 98.18% |
02.05.2024 | 0.77% | 1.28 CHF | 1.29 CHF | 240'000 | 240'000 | 240'000 | 240'000 | 308'953 CHF | 311'353 CHF | 100.00% | 100.00% |