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 | 2.02% | 0.52 CHF | 0.53 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 245'091 CHF | 50'018 CHF | 99.27% | 99.27% |
15.05.2024 | 1.80% | 0.52 CHF | 0.53 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 274'993 CHF | 55'999 CHF | 99.07% | 99.07% |
14.05.2024 | 1.56% | 0.60 CHF | 0.61 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 317'650 CHF | 64'530 CHF | 99.27% | 99.27% |
13.05.2024 | 1.58% | 0.64 CHF | 0.65 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 313'996 CHF | 63'799 CHF | 98.47% | 98.47% |
10.05.2024 | 1.67% | 0.59 CHF | 0.60 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 296'689 CHF | 60'338 CHF | 99.27% | 99.27% |
08.05.2024 | 1.55% | 0.65 CHF | 0.66 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 319'591 CHF | 64'918 CHF | 99.27% | 99.27% |
07.05.2024 | 1.50% | 0.64 CHF | 0.65 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 331'724 CHF | 67'345 CHF | 99.27% | 99.27% |
06.05.2024 | 1.35% | 0.72 CHF | 0.73 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 367'219 CHF | 74'444 CHF | 99.27% | 99.27% |
03.05.2024 | 1.28% | 0.76 CHF | 0.77 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 387'393 CHF | 78'479 CHF | 99.16% | 99.16% |
02.05.2024 | 1.21% | 0.84 CHF | 0.85 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 412'163 CHF | 83'433 CHF | 99.27% | 99.27% |