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 | 454'576 CHF | 153'525 CHF | 99.11% | 99.11% |
15.05.2024 | 1.23% | 0.80 CHF | 0.81 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 485'618 CHF | 163'873 CHF | 99.14% | 99.14% |
14.05.2024 | 1.29% | 0.80 CHF | 0.81 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 462'873 CHF | 156'291 CHF | 99.18% | 99.18% |
13.05.2024 | 1.30% | 0.75 CHF | 0.76 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 458'044 CHF | 154'681 CHF | 95.18% | 95.18% |
10.05.2024 | 1.29% | 0.76 CHF | 0.77 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 461'821 CHF | 155'940 CHF | 99.20% | 99.20% |
08.05.2024 | 1.26% | 0.78 CHF | 0.79 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 472'893 CHF | 159'631 CHF | 99.21% | 99.21% |
07.05.2024 | 1.27% | 0.79 CHF | 0.80 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 468'155 CHF | 158'052 CHF | 99.13% | 99.13% |
06.05.2024 | 1.44% | 0.72 CHF | 0.73 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 414'896 CHF | 140'299 CHF | 99.18% | 99.18% |
03.05.2024 | 1.53% | 0.64 CHF | 0.65 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 388'994 CHF | 131'665 CHF | 98.99% | 98.99% |
02.05.2024 | 1.58% | 0.62 CHF | 0.63 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 377'119 CHF | 127'706 CHF | 99.14% | 99.14% |