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 | 1.84% | 0.54 CHF | 0.55 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 161'289 CHF | 54'763 CHF | 98.47% | 98.47% |
15.05.2024 | 1.84% | 0.54 CHF | 0.55 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 161'186 CHF | 54'729 CHF | 98.33% | 98.33% |
14.05.2024 | 1.89% | 0.53 CHF | 0.54 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 157'508 CHF | 53'503 CHF | 99.36% | 99.36% |
13.05.2024 | 2.07% | 0.49 CHF | 0.50 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 143'550 CHF | 48'850 CHF | 98.93% | 98.93% |
10.05.2024 | 2.15% | 0.44 CHF | 0.45 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 138'644 CHF | 47'215 CHF | 99.36% | 99.36% |
08.05.2024 | 2.14% | 0.50 CHF | 0.51 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 138'969 CHF | 47'323 CHF | 99.36% | 99.36% |
07.05.2024 | 2.23% | 0.45 CHF | 0.46 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 133'128 CHF | 45'376 CHF | 94.70% | 94.70% |
06.05.2024 | 4.36% | 0.23 CHF | 0.24 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 101'081 CHF | 35'194 CHF | 99.37% | 99.37% |
03.05.2024 | 4.59% | 0.23 CHF | 0.24 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 96'503 CHF | 33'668 CHF | 99.36% | 99.36% |
02.05.2024 | 6.00% | 0.16 CHF | 0.17 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 72'874 CHF | 25'791 CHF | 99.36% | 99.36% |