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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 1.72% | 0.58 CHF | 0.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 259'163 CHF | 87'888 CHF | 98.32% | 98.32% |
14.05.2024 | 1.78% | 0.60 CHF | 0.61 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 250'979 CHF | 85'160 CHF | 99.35% | 99.35% |
13.05.2024 | 1.85% | 0.54 CHF | 0.55 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 240'767 CHF | 81'756 CHF | 98.92% | 98.92% |
10.05.2024 | 2.08% | 0.51 CHF | 0.52 CHF | 450'000 | 150'000 | 457'363 | 152'454 | 217'875 CHF | 74'149 CHF | 99.38% | 99.38% |
08.05.2024 | 2.42% | 0.41 CHF | 0.42 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 245'097 CHF | 83'699 CHF | 99.36% | 99.36% |
07.05.2024 | 2.88% | 0.37 CHF | 0.38 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 205'807 CHF | 70'603 CHF | 94.64% | 94.64% |
06.05.2024 | 3.11% | 0.30 CHF | 0.31 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 190'074 CHF | 65'358 CHF | 99.36% | 99.36% |
03.05.2024 | 3.03% | 0.30 CHF | 0.31 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 195'569 CHF | 67'190 CHF | 99.35% | 99.35% |
02.05.2024 | 2.83% | 0.34 CHF | 0.35 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 209'190 CHF | 71'730 CHF | 99.36% | 99.36% |
30.04.2024 | 2.83% | 0.36 CHF | 0.37 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 208'990 CHF | 71'663 CHF | 99.37% | 99.37% |