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 | 1.35% | 0.78 CHF | 0.79 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 220'634 CHF | 74'545 CHF | 98.94% | 98.94% |
15.05.2024 | 1.45% | 0.70 CHF | 0.71 CHF | 450'000 | 150'000 | 449'659 | 149'886 | 307'664 CHF | 104'054 CHF | 99.28% | 99.28% |
14.05.2024 | 1.53% | 0.67 CHF | 0.68 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 291'315 CHF | 98'605 CHF | 99.20% | 99.20% |
13.05.2024 | 1.77% | 0.58 CHF | 0.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 252'785 CHF | 85'762 CHF | 98.93% | 98.93% |
10.05.2024 | 1.53% | 0.63 CHF | 0.64 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 292'300 CHF | 98'933 CHF | 99.46% | 99.46% |
08.05.2024 | 1.44% | 0.68 CHF | 0.69 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 310'581 CHF | 105'027 CHF | 99.51% | 99.51% |
07.05.2024 | 1.52% | 0.71 CHF | 0.72 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 294'400 CHF | 99'633 CHF | 99.38% | 99.38% |
06.05.2024 | 1.59% | 0.62 CHF | 0.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 281'425 CHF | 95'308 CHF | 99.36% | 99.36% |
03.05.2024 | 1.60% | 0.57 CHF | 0.58 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 280'033 CHF | 94'844 CHF | 99.25% | 99.25% |
02.05.2024 | 1.68% | 0.59 CHF | 0.60 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 265'498 CHF | 89'999 CHF | 98.91% | 98.91% |