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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 1.98% | 0.50 CHF | 0.51 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 300'547 CHF | 102'182 CHF | 99.37% | 99.37% |
16.05.2024 | 1.93% | 0.48 CHF | 0.49 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 309'317 CHF | 105'106 CHF | 99.38% | 99.38% |
15.05.2024 | 1.97% | 0.56 CHF | 0.57 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 302'246 CHF | 102'749 CHF | 99.38% | 99.38% |
14.05.2024 | 2.12% | 0.48 CHF | 0.49 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 280'522 CHF | 95'507 CHF | 99.37% | 99.37% |
13.05.2024 | 2.09% | 0.47 CHF | 0.48 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 284'749 CHF | 96'916 CHF | 98.79% | 98.79% |
10.05.2024 | 1.95% | 0.52 CHF | 0.53 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 304'331 CHF | 103'444 CHF | 99.38% | 99.38% |
08.05.2024 | 2.41% | 0.44 CHF | 0.45 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 246'372 CHF | 84'124 CHF | 99.37% | 99.37% |
07.05.2024 | 2.53% | 0.37 CHF | 0.38 CHF | 600'000 | 200'000 | 628'922 | 209'641 | 246'061 CHF | 84'117 CHF | 98.16% | 98.16% |
06.05.2024 | 2.24% | 0.43 CHF | 0.44 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 264'899 CHF | 90'300 CHF | 99.38% | 99.38% |
03.05.2024 | 2.21% | 0.44 CHF | 0.45 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 268'054 CHF | 91'351 CHF | 99.34% | 99.34% |