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 | 1.60% | 0.61 CHF | 0.62 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 186'561 CHF | 63'187 CHF | 99.01% | 99.01% |
15.05.2024 | 1.60% | 0.59 CHF | 0.60 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 185'726 CHF | 62'909 CHF | 98.41% | 98.41% |
14.05.2024 | 1.72% | 0.61 CHF | 0.62 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 173'433 CHF | 58'811 CHF | 99.53% | 99.53% |
13.05.2024 | 1.53% | 0.65 CHF | 0.66 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 194'127 CHF | 65'709 CHF | 98.66% | 98.66% |
10.05.2024 | 1.52% | 0.64 CHF | 0.65 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 195'456 CHF | 66'152 CHF | 97.39% | 97.39% |
08.05.2024 | 1.72% | 0.58 CHF | 0.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 260'096 CHF | 88'199 CHF | 99.30% | 99.30% |
07.05.2024 | 2.07% | 0.49 CHF | 0.50 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 215'149 CHF | 73'216 CHF | 99.55% | 99.55% |
06.05.2024 | 2.49% | 0.41 CHF | 0.42 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 179'697 CHF | 61'399 CHF | 99.54% | 99.54% |
03.05.2024 | 3.09% | 0.29 CHF | 0.30 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 143'750 CHF | 49'417 CHF | 98.63% | 98.63% |
02.05.2024 | 2.40% | 0.39 CHF | 0.40 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 185'685 CHF | 63'395 CHF | 99.56% | 99.56% |