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 | 1.61% | 0.60 CHF | 0.61 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 368'672 CHF | 124'891 CHF | 98.47% | 98.47% |
15.05.2024 | 1.65% | 0.61 CHF | 0.62 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 359'985 CHF | 121'995 CHF | 98.33% | 98.33% |
14.05.2024 | 1.65% | 0.62 CHF | 0.63 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 361'484 CHF | 122'495 CHF | 99.36% | 99.36% |
13.05.2024 | 1.76% | 0.56 CHF | 0.57 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 337'724 CHF | 114'575 CHF | 98.93% | 98.93% |
10.05.2024 | 1.77% | 0.57 CHF | 0.58 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 336'359 CHF | 114'120 CHF | 99.38% | 99.38% |
08.05.2024 | 1.91% | 0.53 CHF | 0.54 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 311'286 CHF | 105'762 CHF | 99.35% | 99.35% |
07.05.2024 | 1.97% | 0.50 CHF | 0.51 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 301'901 CHF | 102'634 CHF | 94.72% | 94.72% |
06.05.2024 | 1.95% | 0.51 CHF | 0.52 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 304'165 CHF | 103'388 CHF | 99.36% | 99.36% |
03.05.2024 | 2.02% | 0.50 CHF | 0.51 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 294'719 CHF | 100'240 CHF | 99.36% | 99.36% |
02.05.2024 | 2.15% | 0.44 CHF | 0.45 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 276'057 CHF | 94'019 CHF | 99.36% | 99.36% |