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 | 1.33% | 0.74 CHF | 0.75 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 447'893 CHF | 151'298 CHF | 98.47% | 98.47% |
15.05.2024 | 1.42% | 0.74 CHF | 0.75 CHF | 600'000 | 200'000 | 638'620 | 212'873 | 447'480 CHF | 151'289 CHF | 98.33% | 98.33% |
14.05.2024 | 1.61% | 0.66 CHF | 0.67 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 462'556 CHF | 156'685 CHF | 99.36% | 99.36% |
13.05.2024 | 1.56% | 0.61 CHF | 0.62 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 476'182 CHF | 161'227 CHF | 98.93% | 98.93% |
10.05.2024 | 1.56% | 0.63 CHF | 0.64 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 477'596 CHF | 161'699 CHF | 99.38% | 99.38% |
08.05.2024 | 1.58% | 0.62 CHF | 0.63 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 470'320 CHF | 159'273 CHF | 99.36% | 99.36% |
07.05.2024 | 1.72% | 0.58 CHF | 0.59 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 432'563 CHF | 146'688 CHF | 94.66% | 94.66% |
06.05.2024 | 2.64% | 0.39 CHF | 0.40 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 281'018 CHF | 96'173 CHF | 99.37% | 99.37% |
03.05.2024 | 3.35% | 0.33 CHF | 0.34 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 221'808 CHF | 76'436 CHF | 99.35% | 99.35% |
02.05.2024 | 4.13% | 0.23 CHF | 0.24 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 177'904 CHF | 61'801 CHF | 99.37% | 99.37% |