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 | 1.31% | 0.77 CHF | 0.78 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 342'082 CHF | 115'527 CHF | 99.49% | 99.49% |
15.05.2024 | 1.57% | 0.73 CHF | 0.74 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 284'474 CHF | 96'325 CHF | 97.82% | 97.82% |
14.05.2024 | 1.71% | 0.60 CHF | 0.61 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 261'169 CHF | 88'556 CHF | 98.18% | 98.18% |
13.05.2024 | 1.68% | 0.59 CHF | 0.60 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 265'687 CHF | 90'062 CHF | 97.57% | 97.57% |
10.05.2024 | 1.68% | 0.59 CHF | 0.60 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 265'762 CHF | 90'088 CHF | 96.33% | 96.33% |
08.05.2024 | 1.61% | 0.61 CHF | 0.62 CHF | 450'000 | 150'000 | 562'504 | 187'501 | 346'048 CHF | 117'224 CHF | 98.07% | 98.07% |
07.05.2024 | 1.55% | 0.63 CHF | 0.64 CHF | 600'000 | 200'000 | 480'064 | 160'021 | 307'182 CHF | 103'994 CHF | 97.70% | 97.70% |
06.05.2024 | 1.66% | 0.66 CHF | 0.67 CHF | 450'000 | 150'000 | 572'671 | 190'890 | 340'676 CHF | 115'468 CHF | 98.04% | 98.04% |
03.05.2024 | 1.93% | 0.54 CHF | 0.55 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 308'577 CHF | 104'859 CHF | 94.53% | 94.53% |
02.05.2024 | 2.20% | 0.47 CHF | 0.48 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 270'031 CHF | 92'010 CHF | 97.99% | 97.99% |