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 | 2.16% | 0.48 CHF | 0.49 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 229'096 CHF | 46'819 CHF | 99.27% | 99.27% |
15.05.2024 | 1.96% | 0.50 CHF | 0.51 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 252'956 CHF | 51'591 CHF | 99.07% | 99.07% |
14.05.2024 | 1.94% | 0.52 CHF | 0.53 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 254'894 CHF | 51'979 CHF | 99.27% | 99.27% |
13.05.2024 | 2.01% | 0.49 CHF | 0.50 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 246'535 CHF | 50'307 CHF | 98.47% | 98.47% |
10.05.2024 | 2.12% | 0.46 CHF | 0.47 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 233'063 CHF | 47'613 CHF | 99.27% | 99.27% |
08.05.2024 | 2.37% | 0.42 CHF | 0.43 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 208'976 CHF | 42'795 CHF | 99.27% | 99.27% |
07.05.2024 | 2.37% | 0.41 CHF | 0.42 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 208'262 CHF | 42'653 CHF | 99.27% | 99.27% |
06.05.2024 | 2.47% | 0.41 CHF | 0.42 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 199'732 CHF | 40'946 CHF | 99.27% | 99.27% |
03.05.2024 | 2.66% | 0.38 CHF | 0.39 CHF | 500'000 | 100'000 | 499'992 | 100'000 | 185'667 CHF | 38'134 CHF | 99.17% | 99.17% |
02.05.2024 | 2.86% | 0.34 CHF | 0.35 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 172'246 CHF | 35'449 CHF | 99.27% | 99.27% |