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 | 1.89% | 0.58 CHF | 0.59 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 262'333 CHF | 80'200 CHF | 93.08% | 93.08% |
15.05.2024 | 1.74% | 0.50 CHF | 0.51 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 285'682 CHF | 87'205 CHF | 98.32% | 98.32% |
14.05.2024 | 1.50% | 0.61 CHF | 0.62 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 332'372 CHF | 101'212 CHF | 99.36% | 99.36% |
13.05.2024 | 1.68% | 0.62 CHF | 0.63 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 295'113 CHF | 90'034 CHF | 98.93% | 98.93% |
10.05.2024 | 1.73% | 0.57 CHF | 0.58 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 287'106 CHF | 87'632 CHF | 99.36% | 99.36% |
08.05.2024 | 1.36% | 0.75 CHF | 0.76 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 366'498 CHF | 111'449 CHF | 99.35% | 99.35% |
07.05.2024 | 1.22% | 0.79 CHF | 0.80 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 407'404 CHF | 123'721 CHF | 94.63% | 94.63% |
06.05.2024 | 1.17% | 0.81 CHF | 0.82 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 424'068 CHF | 128'721 CHF | 99.36% | 99.36% |
03.05.2024 | 1.08% | 0.89 CHF | 0.90 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 462'867 CHF | 140'360 CHF | 99.35% | 99.35% |
02.05.2024 | 1.02% | 0.97 CHF | 0.98 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 487'893 CHF | 147'868 CHF | 99.35% | 99.35% |