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 | 2.22% | 0.45 CHF | 0.46 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 200'595 CHF | 68'365 CHF | 97.14% | 97.14% |
15.05.2024 | 2.52% | 0.42 CHF | 0.43 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 176'732 CHF | 60'411 CHF | 99.07% | 99.07% |
14.05.2024 | 2.49% | 0.37 CHF | 0.38 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 178'888 CHF | 61'129 CHF | 97.36% | 97.36% |
13.05.2024 | 2.58% | 0.38 CHF | 0.39 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 172'065 CHF | 58'855 CHF | 92.76% | 92.76% |
10.05.2024 | 2.37% | 0.40 CHF | 0.41 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 187'781 CHF | 64'094 CHF | 98.69% | 98.69% |
08.05.2024 | 3.17% | 0.33 CHF | 0.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 139'761 CHF | 48'087 CHF | 97.03% | 97.03% |
07.05.2024 | 3.68% | 0.29 CHF | 0.30 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 120'524 CHF | 41'675 CHF | 96.61% | 96.61% |
06.05.2024 | 4.19% | 0.22 CHF | 0.23 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 105'135 CHF | 36'545 CHF | 90.72% | 90.72% |
03.05.2024 | 4.55% | 0.22 CHF | 0.23 CHF | 600'000 | 200'000 | 572'534 | 190'845 | 122'924 CHF | 42'883 CHF | 95.17% | 95.17% |
02.05.2024 | 4.57% | 0.20 CHF | 0.21 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 128'539 CHF | 44'846 CHF | 97.78% | 97.78% |