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 | 1.31% | 0.76 CHF | 0.77 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 454'574 CHF | 153'525 CHF | 99.08% | 99.08% |
15.05.2024 | 1.23% | 0.80 CHF | 0.81 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 485'573 CHF | 163'858 CHF | 99.15% | 99.15% |
14.05.2024 | 1.29% | 0.80 CHF | 0.81 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 462'572 CHF | 156'191 CHF | 99.15% | 99.15% |
13.05.2024 | 1.31% | 0.75 CHF | 0.76 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 456'509 CHF | 154'170 CHF | 95.18% | 95.18% |
10.05.2024 | 1.30% | 0.76 CHF | 0.77 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 458'903 CHF | 154'968 CHF | 99.13% | 99.13% |
08.05.2024 | 1.27% | 0.78 CHF | 0.79 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 470'188 CHF | 158'729 CHF | 99.12% | 99.12% |
07.05.2024 | 1.28% | 0.79 CHF | 0.80 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 465'115 CHF | 157'038 CHF | 99.11% | 99.11% |
06.05.2024 | 1.45% | 0.71 CHF | 0.72 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 409'831 CHF | 138'610 CHF | 99.14% | 99.14% |
03.05.2024 | 1.56% | 0.63 CHF | 0.64 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 380'733 CHF | 128'911 CHF | 99.09% | 99.09% |
02.05.2024 | 1.63% | 0.61 CHF | 0.62 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 366'084 CHF | 124'028 CHF | 99.14% | 99.14% |