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 | 2.18% | 0.45 CHF | 0.46 CHF | 600'000 | 200'000 | 602'359 | 200'786 | 273'060 CHF | 93'028 CHF | 98.90% | 98.90% |
15.05.2024 | 1.97% | 0.49 CHF | 0.50 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 301'771 CHF | 102'590 CHF | 99.14% | 99.14% |
14.05.2024 | 2.05% | 0.49 CHF | 0.50 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 290'249 CHF | 98'750 CHF | 98.38% | 98.38% |
13.05.2024 | 2.26% | 0.45 CHF | 0.46 CHF | 600'000 | 200'000 | 703'774 | 234'591 | 307'535 CHF | 104'857 CHF | 95.20% | 95.20% |
10.05.2024 | 2.22% | 0.45 CHF | 0.46 CHF | 600'000 | 200'000 | 638'367 | 212'789 | 284'282 CHF | 96'889 CHF | 98.91% | 98.91% |
08.05.2024 | 2.11% | 0.45 CHF | 0.46 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 211'178 CHF | 71'893 CHF | 98.89% | 98.89% |
07.05.2024 | 1.99% | 0.52 CHF | 0.53 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 224'045 CHF | 76'182 CHF | 98.88% | 98.88% |
06.05.2024 | 2.09% | 0.47 CHF | 0.48 CHF | 450'000 | 150'000 | 511'085 | 170'362 | 241'520 CHF | 82'211 CHF | 98.02% | 98.02% |
03.05.2024 | 2.30% | 0.43 CHF | 0.44 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 257'991 CHF | 87'997 CHF | 98.59% | 98.59% |
02.05.2024 | 2.34% | 0.42 CHF | 0.43 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 253'774 CHF | 86'591 CHF | 99.07% | 99.07% |