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 | 1.90% | 0.53 CHF | 0.54 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 312'677 CHF | 106'226 CHF | 97.15% | 97.15% |
15.05.2024 | 2.04% | 0.50 CHF | 0.51 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 291'040 CHF | 99'013 CHF | 99.01% | 99.01% |
14.05.2024 | 1.99% | 0.49 CHF | 0.50 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 299'049 CHF | 101'683 CHF | 97.34% | 97.34% |
13.05.2024 | 2.03% | 0.49 CHF | 0.50 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 292'512 CHF | 99'504 CHF | 93.12% | 93.12% |
10.05.2024 | 1.93% | 0.50 CHF | 0.51 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 307'887 CHF | 104'629 CHF | 98.72% | 98.72% |
08.05.2024 | 2.28% | 0.45 CHF | 0.46 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 260'623 CHF | 88'874 CHF | 96.43% | 96.43% |
07.05.2024 | 2.45% | 0.43 CHF | 0.44 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 242'481 CHF | 82'827 CHF | 96.52% | 96.52% |
06.05.2024 | 2.67% | 0.37 CHF | 0.38 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 222'165 CHF | 76'055 CHF | 90.49% | 90.49% |
03.05.2024 | 2.79% | 0.36 CHF | 0.37 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 212'356 CHF | 72'785 CHF | 93.91% | 93.91% |
02.05.2024 | 2.80% | 0.34 CHF | 0.35 CHF | 750'000 | 250'000 | 623'700 | 207'900 | 219'686 CHF | 75'308 CHF | 97.78% | 97.78% |