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% | 0.72 CHF | 0.73 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 441'885 CHF | 149'295 CHF | 98.50% | 98.50% |
15.05.2024 | 1.29% | 0.78 CHF | 0.79 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 462'568 CHF | 156'189 CHF | 98.31% | 98.31% |
14.05.2024 | 1.31% | 0.79 CHF | 0.80 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 454'512 CHF | 153'504 CHF | 99.36% | 99.36% |
13.05.2024 | 1.34% | 0.74 CHF | 0.75 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 443'252 CHF | 149'751 CHF | 98.93% | 98.93% |
10.05.2024 | 1.43% | 0.72 CHF | 0.73 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 415'403 CHF | 140'468 CHF | 99.38% | 99.38% |
08.05.2024 | 1.56% | 0.63 CHF | 0.64 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 380'625 CHF | 128'875 CHF | 99.36% | 99.36% |
07.05.2024 | 1.73% | 0.60 CHF | 0.61 CHF | 600'000 | 200'000 | 746'473 | 248'824 | 429'251 CHF | 145'572 CHF | 94.65% | 94.65% |
06.05.2024 | 1.81% | 0.53 CHF | 0.54 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 411'796 CHF | 139'765 CHF | 99.37% | 99.37% |
03.05.2024 | 1.78% | 0.53 CHF | 0.54 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 416'967 CHF | 141'489 CHF | 99.33% | 99.33% |
02.05.2024 | 1.74% | 0.56 CHF | 0.57 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 426'830 CHF | 144'777 CHF | 99.35% | 99.35% |