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 | 1.73% | 0.51 CHF | 0.52 CHF | 600'000 | 150'000 | 600'000 | 150'000 | 344'747 CHF | 87'687 CHF | 99.15% | 99.15% |
14.05.2024 | 1.58% | 0.65 CHF | 0.66 CHF | 600'000 | 150'000 | 600'000 | 150'000 | 376'898 CHF | 95'725 CHF | 99.35% | 99.35% |
13.05.2024 | 1.58% | 0.62 CHF | 0.63 CHF | 600'000 | 150'000 | 600'000 | 150'000 | 376'841 CHF | 95'710 CHF | 98.84% | 98.84% |
10.05.2024 | 1.64% | 0.59 CHF | 0.60 CHF | 600'000 | 150'000 | 600'000 | 150'000 | 362'643 CHF | 92'161 CHF | 99.37% | 99.37% |
08.05.2024 | 1.54% | 0.65 CHF | 0.66 CHF | 600'000 | 150'000 | 600'000 | 150'000 | 386'801 CHF | 98'200 CHF | 99.36% | 99.36% |
07.05.2024 | 1.47% | 0.67 CHF | 0.68 CHF | 600'000 | 150'000 | 600'000 | 150'000 | 404'393 CHF | 102'598 CHF | 99.37% | 99.37% |
06.05.2024 | 1.41% | 0.70 CHF | 0.71 CHF | 600'000 | 150'000 | 600'000 | 150'000 | 421'344 CHF | 106'836 CHF | 99.36% | 99.36% |
03.05.2024 | 1.33% | 0.71 CHF | 0.72 CHF | 600'000 | 150'000 | 600'000 | 150'000 | 449'926 CHF | 113'981 CHF | 99.10% | 99.10% |
02.05.2024 | 1.32% | 0.82 CHF | 0.83 CHF | 600'000 | 150'000 | 600'000 | 150'000 | 451'770 CHF | 114'443 CHF | 99.33% | 99.33% |
30.04.2024 | 1.51% | 0.65 CHF | 0.66 CHF | 600'000 | 150'000 | 600'000 | 150'000 | 394'141 CHF | 100'035 CHF | 99.23% | 99.23% |