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 | 1.77% | 0.56 CHF | 0.57 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 336'914 CHF | 114'305 CHF | 99.11% | 99.11% |
15.05.2024 | 1.62% | 0.60 CHF | 0.61 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 367'720 CHF | 124'573 CHF | 99.14% | 99.14% |
14.05.2024 | 1.73% | 0.60 CHF | 0.61 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 344'741 CHF | 116'914 CHF | 99.18% | 99.18% |
13.05.2024 | 1.75% | 0.56 CHF | 0.57 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 339'711 CHF | 115'237 CHF | 95.20% | 95.20% |
10.05.2024 | 1.73% | 0.56 CHF | 0.57 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 343'072 CHF | 116'357 CHF | 99.11% | 99.11% |
08.05.2024 | 1.68% | 0.58 CHF | 0.59 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 353'624 CHF | 119'875 CHF | 99.18% | 99.18% |
07.05.2024 | 1.71% | 0.59 CHF | 0.60 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 348'537 CHF | 118'179 CHF | 99.11% | 99.11% |
06.05.2024 | 2.03% | 0.52 CHF | 0.53 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 293'784 CHF | 99'928 CHF | 99.22% | 99.22% |
03.05.2024 | 2.24% | 0.44 CHF | 0.45 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 265'269 CHF | 90'423 CHF | 99.00% | 99.00% |
02.05.2024 | 2.36% | 0.42 CHF | 0.43 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 251'747 CHF | 85'916 CHF | 99.12% | 99.12% |