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 | 1.93% | 0.48 CHF | 0.49 CHF | 300'000 | 100'000 | 301'555 | 100'518 | 154'946 CHF | 52'654 CHF | 98.16% | 98.16% |
15.05.2024 | 1.76% | 0.56 CHF | 0.57 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 169'230 CHF | 57'410 CHF | 98.05% | 98.05% |
14.05.2024 | 1.90% | 0.52 CHF | 0.53 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 156'211 CHF | 53'071 CHF | 98.94% | 98.94% |
13.05.2024 | 1.92% | 0.52 CHF | 0.53 CHF | 300'000 | 100'000 | 349'792 | 116'597 | 180'194 CHF | 61'231 CHF | 90.59% | 90.59% |
10.05.2024 | 1.85% | 0.52 CHF | 0.53 CHF | 450'000 | 150'000 | 325'245 | 108'415 | 173'594 CHF | 58'949 CHF | 96.75% | 96.75% |
08.05.2024 | 2.19% | 0.45 CHF | 0.46 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 203'479 CHF | 69'327 CHF | 93.12% | 93.12% |
07.05.2024 | 2.16% | 0.47 CHF | 0.48 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 206'383 CHF | 70'294 CHF | 95.20% | 95.20% |
06.05.2024 | 2.08% | 0.48 CHF | 0.49 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 213'892 CHF | 72'797 CHF | 92.67% | 92.67% |
03.05.2024 | 2.11% | 0.46 CHF | 0.47 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 211'431 CHF | 71'977 CHF | 94.96% | 94.96% |
02.05.2024 | 2.10% | 0.47 CHF | 0.48 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 212'213 CHF | 72'238 CHF | 95.40% | 95.40% |