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 | 3.97% | 0.23 CHF | 0.24 CHF | 600'000 | 200'000 | 550'426 | 183'475 | 135'628 CHF | 47'044 CHF | 98.58% | 98.58% |
15.05.2024 | 2.21% | 0.43 CHF | 0.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 201'656 CHF | 68'719 CHF | 92.71% | 92.71% |
14.05.2024 | 2.07% | 0.48 CHF | 0.49 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 215'299 CHF | 73'266 CHF | 91.14% | 91.14% |
13.05.2024 | 2.39% | 0.44 CHF | 0.45 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 186'258 CHF | 63'586 CHF | 85.82% | 85.82% |
10.05.2024 | 2.68% | 0.37 CHF | 0.38 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 165'505 CHF | 56'668 CHF | 87.16% | 87.16% |
08.05.2024 | 2.91% | 0.36 CHF | 0.37 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 152'758 CHF | 52'419 CHF | 97.71% | 97.71% |
07.05.2024 | 2.25% | 0.47 CHF | 0.48 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 197'617 CHF | 67'372 CHF | 86.65% | 86.65% |
06.05.2024 | 2.22% | 0.44 CHF | 0.45 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 200'376 CHF | 68'292 CHF | 85.80% | 85.80% |
03.05.2024 | 2.39% | 0.41 CHF | 0.42 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 186'249 CHF | 63'583 CHF | 91.92% | 91.92% |
02.05.2024 | 2.42% | 0.41 CHF | 0.42 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 183'930 CHF | 62'810 CHF | 92.05% | 92.05% |