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 | 2.03% | 0.51 CHF | 0.52 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 292'214 CHF | 99'405 CHF | 99.21% | 99.21% |
15.05.2024 | 1.82% | 0.49 CHF | 0.50 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 328'476 CHF | 111'492 CHF | 99.27% | 99.27% |
14.05.2024 | 2.08% | 0.57 CHF | 0.58 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 286'168 CHF | 97'389 CHF | 98.46% | 98.46% |
13.05.2024 | 2.34% | 0.48 CHF | 0.49 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 254'663 CHF | 86'888 CHF | 98.81% | 98.81% |
10.05.2024 | 2.11% | 0.41 CHF | 0.42 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 282'340 CHF | 96'113 CHF | 96.49% | 96.49% |
08.05.2024 | 1.90% | 0.51 CHF | 0.52 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 313'556 CHF | 106'519 CHF | 98.39% | 98.39% |
07.05.2024 | 1.57% | 0.61 CHF | 0.62 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 380'064 CHF | 128'688 CHF | 98.88% | 98.88% |
06.05.2024 | 1.51% | 0.65 CHF | 0.66 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 394'065 CHF | 133'355 CHF | 98.56% | 98.56% |
03.05.2024 | 1.61% | 0.59 CHF | 0.60 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 369'884 CHF | 125'295 CHF | 97.98% | 97.98% |
02.05.2024 | 1.52% | 0.61 CHF | 0.62 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 392'768 CHF | 132'923 CHF | 98.81% | 98.81% |