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 | 1.18% | 0.86 CHF | 0.87 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 505'753 CHF | 170'584 CHF | 99.27% | 99.27% |
15.05.2024 | 1.24% | 0.79 CHF | 0.80 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 480'273 CHF | 162'091 CHF | 99.08% | 99.08% |
14.05.2024 | 1.40% | 0.77 CHF | 0.78 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 426'384 CHF | 144'128 CHF | 99.27% | 99.27% |
13.05.2024 | 1.34% | 0.74 CHF | 0.75 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 443'748 CHF | 149'916 CHF | 98.81% | 98.81% |
10.05.2024 | 1.33% | 0.74 CHF | 0.75 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 448'259 CHF | 151'420 CHF | 99.27% | 99.27% |
08.05.2024 | 1.46% | 0.67 CHF | 0.68 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 407'495 CHF | 137'832 CHF | 99.27% | 99.27% |
07.05.2024 | 1.48% | 0.68 CHF | 0.69 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 403'465 CHF | 136'488 CHF | 97.15% | 97.15% |
06.05.2024 | 1.62% | 0.61 CHF | 0.62 CHF | 600'000 | 200'000 | 617'318 | 205'773 | 377'001 CHF | 127'725 CHF | 99.27% | 99.27% |
03.05.2024 | 1.81% | 0.55 CHF | 0.56 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 410'684 CHF | 139'395 CHF | 99.15% | 99.15% |
02.05.2024 | 1.89% | 0.50 CHF | 0.51 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 393'366 CHF | 133'622 CHF | 99.19% | 99.19% |