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 | 1.44% | 0.69 CHF | 0.70 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 412'500 CHF | 139'500 CHF | 99.37% | 99.37% |
15.05.2024 | 1.57% | 0.66 CHF | 0.67 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 380'164 CHF | 128'721 CHF | 99.15% | 99.15% |
14.05.2024 | 1.59% | 0.63 CHF | 0.64 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 373'973 CHF | 126'658 CHF | 99.36% | 99.36% |
13.05.2024 | 1.68% | 0.59 CHF | 0.60 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 354'526 CHF | 120'175 CHF | 98.85% | 98.85% |
10.05.2024 | 1.65% | 0.62 CHF | 0.63 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 361'789 CHF | 122'596 CHF | 99.37% | 99.37% |
08.05.2024 | 1.69% | 0.57 CHF | 0.58 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 352'687 CHF | 119'562 CHF | 99.37% | 99.37% |
07.05.2024 | 1.77% | 0.57 CHF | 0.58 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 335'874 CHF | 113'958 CHF | 99.37% | 99.37% |
06.05.2024 | 1.89% | 0.54 CHF | 0.55 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 314'718 CHF | 106'906 CHF | 99.37% | 99.37% |
03.05.2024 | 1.91% | 0.52 CHF | 0.53 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 310'829 CHF | 105'610 CHF | 99.13% | 99.13% |
02.05.2024 | 1.95% | 0.50 CHF | 0.51 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 305'411 CHF | 103'804 CHF | 99.34% | 99.34% |