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 | 1.79% | 0.54 CHF | 0.55 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 277'433 CHF | 56'487 CHF | 99.27% | 99.27% |
15.05.2024 | 1.89% | 0.53 CHF | 0.54 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 261'896 CHF | 53'379 CHF | 99.07% | 99.07% |
14.05.2024 | 1.90% | 0.51 CHF | 0.52 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 260'224 CHF | 53'045 CHF | 99.27% | 99.27% |
13.05.2024 | 1.86% | 0.53 CHF | 0.54 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 265'947 CHF | 54'189 CHF | 98.46% | 98.46% |
10.05.2024 | 1.80% | 0.55 CHF | 0.56 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 275'186 CHF | 56'037 CHF | 99.27% | 99.27% |
08.05.2024 | 1.70% | 0.59 CHF | 0.60 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 291'866 CHF | 59'373 CHF | 99.27% | 99.27% |
07.05.2024 | 1.69% | 0.59 CHF | 0.60 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 292'526 CHF | 59'505 CHF | 99.27% | 99.27% |
06.05.2024 | 1.67% | 0.59 CHF | 0.60 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 297'858 CHF | 60'572 CHF | 99.27% | 99.27% |
03.05.2024 | 1.61% | 0.61 CHF | 0.62 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 308'382 CHF | 62'677 CHF | 99.17% | 99.17% |
02.05.2024 | 1.56% | 0.64 CHF | 0.65 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 317'534 CHF | 64'507 CHF | 99.27% | 99.27% |