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 | 1.98% | 0.49 CHF | 0.50 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 224'994 CHF | 76'498 CHF | 98.48% | 98.48% |
15.05.2024 | 2.05% | 0.50 CHF | 0.51 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 217'273 CHF | 73'924 CHF | 98.33% | 98.33% |
14.05.2024 | 2.04% | 0.50 CHF | 0.51 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 218'937 CHF | 74'479 CHF | 99.36% | 99.36% |
13.05.2024 | 2.23% | 0.45 CHF | 0.46 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 199'654 CHF | 68'051 CHF | 98.93% | 98.93% |
10.05.2024 | 2.26% | 0.45 CHF | 0.46 CHF | 450'000 | 150'000 | 482'284 | 160'761 | 211'139 CHF | 71'987 CHF | 99.37% | 99.37% |
08.05.2024 | 2.48% | 0.41 CHF | 0.42 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 239'503 CHF | 81'834 CHF | 99.35% | 99.35% |
07.05.2024 | 2.60% | 0.38 CHF | 0.39 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 228'253 CHF | 78'085 CHF | 94.72% | 94.72% |
06.05.2024 | 2.61% | 0.39 CHF | 0.40 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 226'669 CHF | 77'556 CHF | 99.36% | 99.36% |
03.05.2024 | 2.74% | 0.37 CHF | 0.38 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 216'131 CHF | 74'044 CHF | 99.36% | 99.36% |
02.05.2024 | 3.00% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 197'045 CHF | 67'682 CHF | 99.36% | 99.36% |