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 | 2.22% | 0.44 CHF | 0.45 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 267'602 CHF | 91'201 CHF | 86.59% | 86.59% |
16.05.2024 | 2.15% | 0.44 CHF | 0.45 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 276'109 CHF | 94'037 CHF | 90.99% | 90.99% |
15.05.2024 | 2.18% | 0.47 CHF | 0.48 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 272'516 CHF | 92'839 CHF | 93.43% | 93.43% |
14.05.2024 | 2.42% | 0.42 CHF | 0.43 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 245'247 CHF | 83'749 CHF | 85.56% | 85.56% |
13.05.2024 | 2.45% | 0.39 CHF | 0.40 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 241'735 CHF | 82'579 CHF | 76.62% | 76.62% |
10.05.2024 | 2.52% | 0.39 CHF | 0.40 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 234'956 CHF | 80'319 CHF | 84.63% | 84.63% |
08.05.2024 | 2.61% | 0.38 CHF | 0.39 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 226'992 CHF | 77'664 CHF | 85.40% | 85.40% |
07.05.2024 | 2.57% | 0.39 CHF | 0.40 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 230'321 CHF | 78'774 CHF | 95.16% | 95.16% |
06.05.2024 | 2.39% | 0.41 CHF | 0.42 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 247'918 CHF | 84'639 CHF | 81.69% | 81.69% |
03.05.2024 | 2.36% | 0.42 CHF | 0.43 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 251'688 CHF | 85'896 CHF | 97.19% | 97.19% |