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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 2.53% | 0.40 CHF | 0.41 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 234'815 CHF | 80'272 CHF | 98.45% | 98.45% |
16.05.2024 | 2.24% | 0.44 CHF | 0.45 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 198'950 CHF | 67'817 CHF | 97.10% | 97.10% |
15.05.2024 | 2.47% | 0.42 CHF | 0.43 CHF | 450'000 | 150'000 | 450'956 | 150'319 | 180'635 CHF | 61'715 CHF | 98.27% | 98.27% |
14.05.2024 | 2.39% | 0.40 CHF | 0.41 CHF | 600'000 | 200'000 | 465'413 | 155'138 | 192'685 CHF | 65'780 CHF | 96.47% | 96.47% |
13.05.2024 | 2.44% | 0.41 CHF | 0.42 CHF | 450'000 | 150'000 | 479'613 | 159'871 | 193'986 CHF | 66'261 CHF | 92.81% | 92.81% |
10.05.2024 | 2.27% | 0.42 CHF | 0.43 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 195'640 CHF | 66'713 CHF | 98.70% | 98.70% |
08.05.2024 | 2.82% | 0.37 CHF | 0.38 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 210'110 CHF | 72'037 CHF | 96.85% | 96.85% |
07.05.2024 | 3.09% | 0.34 CHF | 0.35 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 191'463 CHF | 65'821 CHF | 96.95% | 96.95% |
06.05.2024 | 3.43% | 0.28 CHF | 0.29 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 171'975 CHF | 59'325 CHF | 90.45% | 90.45% |
03.05.2024 | 3.61% | 0.28 CHF | 0.29 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 163'426 CHF | 56'475 CHF | 94.27% | 94.27% |