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 | 1.04% | 0.96 CHF | 0.97 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 286'058 CHF | 96'353 CHF | 98.94% | 98.94% |
15.05.2024 | 1.15% | 0.85 CHF | 0.86 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 259'187 CHF | 87'396 CHF | 98.90% | 98.90% |
14.05.2024 | 1.19% | 0.86 CHF | 0.87 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 251'212 CHF | 84'738 CHF | 98.99% | 98.99% |
13.05.2024 | 1.11% | 0.88 CHF | 0.89 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 268'558 CHF | 90'520 CHF | 94.52% | 94.52% |
10.05.2024 | 1.07% | 0.96 CHF | 0.97 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 278'372 CHF | 93'791 CHF | 98.10% | 98.10% |
08.05.2024 | 1.51% | 0.68 CHF | 0.69 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 295'617 CHF | 100'039 CHF | 96.90% | 96.90% |
07.05.2024 | 1.94% | 0.56 CHF | 0.57 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 229'995 CHF | 78'165 CHF | 96.76% | 96.76% |
06.05.2024 | 2.15% | 0.49 CHF | 0.50 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 207'805 CHF | 70'769 CHF | 99.07% | 99.07% |
03.05.2024 | 2.23% | 0.41 CHF | 0.42 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 199'617 CHF | 68'039 CHF | 98.67% | 98.67% |
02.05.2024 | 1.97% | 0.48 CHF | 0.49 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 225'899 CHF | 76'800 CHF | 99.21% | 99.21% |