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 | 1.91% | 0.53 CHF | 0.54 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 311'406 CHF | 105'802 CHF | 99.36% | 99.36% |
15.05.2024 | 2.10% | 0.47 CHF | 0.48 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 282'107 CHF | 96'036 CHF | 99.12% | 99.12% |
14.05.2024 | 2.27% | 0.47 CHF | 0.48 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 261'935 CHF | 89'312 CHF | 99.37% | 99.37% |
13.05.2024 | 2.32% | 0.43 CHF | 0.44 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 255'798 CHF | 87'266 CHF | 98.90% | 98.90% |
10.05.2024 | 2.40% | 0.42 CHF | 0.43 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 246'907 CHF | 84'302 CHF | 99.37% | 99.37% |
08.05.2024 | 2.62% | 0.39 CHF | 0.40 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 226'717 CHF | 77'572 CHF | 99.36% | 99.36% |
07.05.2024 | 2.86% | 0.35 CHF | 0.36 CHF | 600'000 | 200'000 | 599'941 | 200'000 | 206'759 CHF | 70'926 CHF | 99.36% | 99.36% |
06.05.2024 | 2.95% | 0.32 CHF | 0.33 CHF | 600'000 | 200'000 | 600'251 | 200'030 | 200'697 CHF | 68'880 CHF | 99.36% | 99.36% |
03.05.2024 | 3.31% | 0.32 CHF | 0.33 CHF | 600'000 | 200'000 | 708'242 | 236'081 | 210'215 CHF | 72'432 CHF | 99.17% | 99.17% |
02.05.2024 | 3.52% | 0.27 CHF | 0.28 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 209'509 CHF | 72'337 CHF | 99.28% | 99.28% |