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 | 2.06% | 0.48 CHF | 0.49 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 288'691 CHF | 98'230 CHF | 97.10% | 97.10% |
15.05.2024 | 2.21% | 0.46 CHF | 0.47 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 268'827 CHF | 91'609 CHF | 99.05% | 99.05% |
14.05.2024 | 2.14% | 0.45 CHF | 0.46 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 277'562 CHF | 94'521 CHF | 96.96% | 96.96% |
13.05.2024 | 2.19% | 0.45 CHF | 0.46 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 271'393 CHF | 92'464 CHF | 93.12% | 93.12% |
10.05.2024 | 2.08% | 0.46 CHF | 0.47 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 284'981 CHF | 96'994 CHF | 97.68% | 97.68% |
08.05.2024 | 2.44% | 0.42 CHF | 0.43 CHF | 600'000 | 200'000 | 600'426 | 200'142 | 243'533 CHF | 83'179 CHF | 96.51% | 96.51% |
07.05.2024 | 2.61% | 0.40 CHF | 0.41 CHF | 600'000 | 200'000 | 725'183 | 241'728 | 273'885 CHF | 93'712 CHF | 96.95% | 96.95% |
06.05.2024 | 2.85% | 0.34 CHF | 0.35 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 259'148 CHF | 88'883 CHF | 90.69% | 90.69% |
03.05.2024 | 2.96% | 0.34 CHF | 0.35 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 249'635 CHF | 85'712 CHF | 95.20% | 95.20% |
02.05.2024 | 2.97% | 0.32 CHF | 0.33 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 249'051 CHF | 85'517 CHF | 98.09% | 98.09% |