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 | 1.73% | 0.61 CHF | 0.62 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 172'443 CHF | 58'481 CHF | 99.27% | 99.27% |
15.05.2024 | 1.97% | 0.48 CHF | 0.49 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 150'579 CHF | 51'193 CHF | 99.08% | 99.08% |
14.05.2024 | 2.88% | 0.44 CHF | 0.45 CHF | 300'000 | 100'000 | 401'374 | 133'791 | 136'467 CHF | 46'827 CHF | 99.27% | 99.27% |
13.05.2024 | 2.49% | 0.40 CHF | 0.41 CHF | 300'000 | 100'000 | 400'716 | 133'572 | 158'564 CHF | 54'191 CHF | 98.81% | 98.81% |
10.05.2024 | 2.41% | 0.40 CHF | 0.41 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 185'096 CHF | 63'199 CHF | 99.27% | 99.27% |
08.05.2024 | 3.17% | 0.29 CHF | 0.30 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 139'853 CHF | 48'118 CHF | 99.27% | 99.27% |
07.05.2024 | 3.21% | 0.31 CHF | 0.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 138'155 CHF | 47'552 CHF | 97.15% | 97.15% |
06.05.2024 | 4.29% | 0.23 CHF | 0.24 CHF | 600'000 | 200'000 | 540'334 | 180'111 | 122'943 CHF | 42'782 CHF | 99.27% | 99.27% |
03.05.2024 | 6.09% | 0.16 CHF | 0.17 CHF | 600'000 | 200'000 | 681'799 | 227'266 | 108'483 CHF | 38'434 CHF | 99.15% | 99.15% |
02.05.2024 | 7.01% | 0.12 CHF | 0.13 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 103'856 CHF | 37'119 CHF | 99.19% | 99.19% |