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 |
---|---|---|---|---|---|---|---|---|---|---|---|
21.05.2024 | 1.37% | 0.73 CHF | 0.74 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 436'306 CHF | 147'435 CHF | 99.26% | 99.26% |
17.05.2024 | 1.33% | 0.75 CHF | 0.76 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 448'118 CHF | 151'373 CHF | 99.14% | 99.14% |
16.05.2024 | 1.30% | 0.77 CHF | 0.78 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 457'714 CHF | 154'571 CHF | 99.36% | 99.36% |
15.05.2024 | 1.41% | 0.74 CHF | 0.75 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 422'962 CHF | 142'987 CHF | 99.15% | 99.15% |
14.05.2024 | 1.43% | 0.71 CHF | 0.72 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 416'369 CHF | 140'790 CHF | 99.35% | 99.35% |
13.05.2024 | 1.51% | 0.66 CHF | 0.67 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 395'208 CHF | 133'736 CHF | 98.85% | 98.85% |
10.05.2024 | 1.47% | 0.69 CHF | 0.70 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 404'087 CHF | 136'696 CHF | 99.36% | 99.36% |
08.05.2024 | 1.51% | 0.64 CHF | 0.65 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 393'766 CHF | 133'255 CHF | 99.37% | 99.37% |
07.05.2024 | 1.58% | 0.64 CHF | 0.65 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 376'373 CHF | 127'458 CHF | 99.37% | 99.37% |
06.05.2024 | 1.69% | 0.60 CHF | 0.61 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 353'323 CHF | 119'774 CHF | 99.36% | 99.36% |