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 | 1.53% | 0.68 CHF | 0.69 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 390'320 CHF | 132'107 CHF | 98.74% | 98.74% |
15.05.2024 | 1.71% | 0.66 CHF | 0.67 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 350'269 CHF | 118'756 CHF | 98.71% | 98.71% |
14.05.2024 | 1.46% | 0.68 CHF | 0.69 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 407'666 CHF | 137'889 CHF | 98.80% | 98.80% |
13.05.2024 | 1.52% | 0.64 CHF | 0.65 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 391'027 CHF | 132'342 CHF | 93.42% | 93.42% |
10.05.2024 | 1.51% | 0.63 CHF | 0.64 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 395'523 CHF | 133'841 CHF | 98.79% | 98.79% |
08.05.2024 | 1.64% | 0.60 CHF | 0.61 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 362'728 CHF | 122'909 CHF | 98.70% | 98.70% |
07.05.2024 | 1.55% | 0.63 CHF | 0.64 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 385'077 CHF | 130'359 CHF | 98.72% | 98.72% |
06.05.2024 | 1.47% | 0.70 CHF | 0.71 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 406'713 CHF | 137'571 CHF | 98.80% | 98.80% |
03.05.2024 | 1.57% | 0.62 CHF | 0.63 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 378'420 CHF | 128'140 CHF | 98.73% | 98.73% |
02.05.2024 | 1.63% | 0.64 CHF | 0.65 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 364'320 CHF | 123'440 CHF | 98.76% | 98.76% |