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 | 1.69% | 0.64 CHF | 0.65 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 176'157 CHF | 59'719 CHF | 98.83% | 98.83% |
15.05.2024 | 1.86% | 0.55 CHF | 0.56 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 159'774 CHF | 54'258 CHF | 99.52% | 99.52% |
14.05.2024 | 2.01% | 0.52 CHF | 0.53 CHF | 300'000 | 100'000 | 412'470 | 137'490 | 202'536 CHF | 68'887 CHF | 99.22% | 99.22% |
13.05.2024 | 2.46% | 0.42 CHF | 0.43 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 180'794 CHF | 61'765 CHF | 98.93% | 98.93% |
10.05.2024 | 2.00% | 0.47 CHF | 0.48 CHF | 450'000 | 150'000 | 377'198 | 125'733 | 185'951 CHF | 63'241 CHF | 99.17% | 99.17% |
08.05.2024 | 1.85% | 0.53 CHF | 0.54 CHF | 450'000 | 150'000 | 360'748 | 120'249 | 193'153 CHF | 65'587 CHF | 99.51% | 99.51% |
07.05.2024 | 1.98% | 0.56 CHF | 0.57 CHF | 300'000 | 100'000 | 433'999 | 144'666 | 217'117 CHF | 73'819 CHF | 99.49% | 99.49% |
06.05.2024 | 2.10% | 0.46 CHF | 0.47 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 212'323 CHF | 72'274 CHF | 99.38% | 99.38% |
03.05.2024 | 2.11% | 0.42 CHF | 0.43 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 211'489 CHF | 71'997 CHF | 99.20% | 99.20% |
02.05.2024 | 2.26% | 0.44 CHF | 0.45 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 196'743 CHF | 67'081 CHF | 98.85% | 98.85% |