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 | 1.80% | 0.55 CHF | 0.56 CHF | 750'000 | 200'000 | 750'000 | 200'000 | 413'223 CHF | 112'193 CHF | 99.37% | 99.37% |
15.05.2024 | 1.96% | 0.56 CHF | 0.57 CHF | 750'000 | 200'000 | 750'000 | 200'000 | 380'611 CHF | 103'496 CHF | 94.90% | 94.90% |
14.05.2024 | 2.02% | 0.49 CHF | 0.50 CHF | 750'000 | 200'000 | 750'000 | 200'000 | 368'449 CHF | 100'253 CHF | 99.36% | 99.36% |
13.05.2024 | 1.83% | 0.54 CHF | 0.55 CHF | 750'000 | 200'000 | 750'000 | 200'000 | 406'259 CHF | 110'336 CHF | 98.74% | 98.74% |
10.05.2024 | 1.93% | 0.50 CHF | 0.51 CHF | 750'000 | 200'000 | 750'000 | 200'000 | 385'318 CHF | 104'751 CHF | 99.36% | 99.36% |
08.05.2024 | 1.86% | 0.51 CHF | 0.52 CHF | 750'000 | 200'000 | 750'000 | 200'000 | 400'695 CHF | 108'852 CHF | 99.38% | 99.38% |
07.05.2024 | 2.21% | 0.52 CHF | 0.53 CHF | 750'000 | 200'000 | 750'000 | 200'000 | 338'446 CHF | 92'252 CHF | 98.14% | 98.14% |
06.05.2024 | 2.28% | 0.43 CHF | 0.44 CHF | 750'000 | 200'000 | 750'000 | 200'000 | 325'238 CHF | 88'730 CHF | 99.38% | 99.38% |
03.05.2024 | 2.26% | 0.44 CHF | 0.45 CHF | 750'000 | 200'000 | 750'000 | 200'000 | 328'494 CHF | 89'598 CHF | 99.35% | 99.35% |
02.05.2024 | 2.41% | 0.41 CHF | 0.42 CHF | 750'000 | 200'000 | 750'000 | 200'000 | 307'994 CHF | 84'132 CHF | 99.34% | 99.34% |