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 | 1.57% | 0.62 CHF | 0.63 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 189'197 CHF | 64'066 CHF | 98.48% | 98.48% |
15.05.2024 | 1.64% | 0.62 CHF | 0.63 CHF | 300'000 | 100'000 | 310'818 | 103'606 | 187'450 CHF | 63'519 CHF | 98.33% | 98.33% |
14.05.2024 | 1.64% | 0.64 CHF | 0.65 CHF | 300'000 | 100'000 | 348'437 | 116'146 | 210'432 CHF | 71'306 CHF | 99.36% | 99.36% |
13.05.2024 | 1.83% | 0.54 CHF | 0.55 CHF | 450'000 | 150'000 | 448'646 | 149'549 | 243'516 CHF | 82'667 CHF | 98.93% | 98.93% |
10.05.2024 | 1.85% | 0.55 CHF | 0.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 240'460 CHF | 81'653 CHF | 99.37% | 99.37% |
08.05.2024 | 2.07% | 0.49 CHF | 0.50 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 215'355 CHF | 73'285 CHF | 99.35% | 99.35% |
07.05.2024 | 2.22% | 0.45 CHF | 0.46 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 200'609 CHF | 68'370 CHF | 94.72% | 94.72% |
06.05.2024 | 2.22% | 0.45 CHF | 0.46 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 200'129 CHF | 68'210 CHF | 99.36% | 99.36% |
03.05.2024 | 2.37% | 0.43 CHF | 0.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 188'313 CHF | 64'271 CHF | 99.35% | 99.35% |
02.05.2024 | 2.70% | 0.33 CHF | 0.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 164'501 CHF | 56'334 CHF | 99.36% | 99.36% |