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 | 1.04% | 0.94 CHF | 0.95 CHF | 300'000 | 300'000 | 299'574 | 299'574 | 287'059 CHF | 290'059 CHF | 100.00% | 100.00% |
15.05.2024 | 1.09% | 0.95 CHF | 0.96 CHF | 300'000 | 300'000 | 299'450 | 299'450 | 274'489 CHF | 277'489 CHF | 99.83% | 99.83% |
14.05.2024 | 1.18% | 0.85 CHF | 0.86 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 252'093 CHF | 255'093 CHF | 99.88% | 99.88% |
13.05.2024 | 1.18% | 0.82 CHF | 0.83 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 252'158 CHF | 255'158 CHF | 99.45% | 99.45% |
10.05.2024 | 1.07% | 0.91 CHF | 0.92 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 279'462 CHF | 282'462 CHF | 100.00% | 100.00% |
08.05.2024 | 1.31% | 0.76 CHF | 0.77 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 227'909 CHF | 230'909 CHF | 99.29% | 99.29% |
07.05.2024 | 1.27% | 0.78 CHF | 0.79 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 234'670 CHF | 237'670 CHF | 100.00% | 100.00% |
06.05.2024 | 1.25% | 0.80 CHF | 0.81 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 238'492 CHF | 241'492 CHF | 100.00% | 100.00% |
03.05.2024 | 1.33% | 0.73 CHF | 0.74 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 224'038 CHF | 227'038 CHF | 98.21% | 98.21% |
02.05.2024 | 1.30% | 0.77 CHF | 0.78 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 228'766 CHF | 231'766 CHF | 99.99% | 99.99% |