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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 1.61% | 0.64 CHF | 0.65 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 370'876 CHF | 125'625 CHF | 97.63% | 97.63% |
14.05.2024 | 1.65% | 0.60 CHF | 0.61 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 359'688 CHF | 121'896 CHF | 93.85% | 93.85% |
13.05.2024 | 1.72% | 0.58 CHF | 0.59 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 344'887 CHF | 116'962 CHF | 92.02% | 92.02% |
10.05.2024 | 1.80% | 0.55 CHF | 0.56 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 331'207 CHF | 112'402 CHF | 96.39% | 96.39% |
08.05.2024 | 1.82% | 0.53 CHF | 0.54 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 326'109 CHF | 110'703 CHF | 98.83% | 98.83% |
07.05.2024 | 2.42% | 0.43 CHF | 0.44 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 306'041 CHF | 104'514 CHF | 99.56% | 99.56% |
06.05.2024 | 2.47% | 0.38 CHF | 0.39 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 299'641 CHF | 102'380 CHF | 97.10% | 97.10% |
03.05.2024 | 2.54% | 0.39 CHF | 0.40 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 291'754 CHF | 99'751 CHF | 99.34% | 99.34% |
02.05.2024 | 2.63% | 0.38 CHF | 0.39 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 281'375 CHF | 96'292 CHF | 99.31% | 99.31% |
30.04.2024 | 2.36% | 0.39 CHF | 0.40 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 314'543 CHF | 107'348 CHF | 99.37% | 99.37% |