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 | 1.71% | 0.56 CHF | 0.57 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 290'551 CHF | 59'110 CHF | 99.27% | 99.27% |
15.05.2024 | 1.86% | 0.54 CHF | 0.55 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 266'818 CHF | 54'364 CHF | 99.07% | 99.07% |
14.05.2024 | 1.87% | 0.52 CHF | 0.53 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 264'688 CHF | 53'938 CHF | 99.27% | 99.27% |
13.05.2024 | 1.81% | 0.55 CHF | 0.56 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 273'636 CHF | 55'727 CHF | 98.46% | 98.46% |
10.05.2024 | 1.72% | 0.58 CHF | 0.59 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 287'761 CHF | 58'552 CHF | 99.27% | 99.27% |
08.05.2024 | 1.59% | 0.63 CHF | 0.64 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 312'334 CHF | 63'467 CHF | 99.27% | 99.27% |
07.05.2024 | 1.59% | 0.63 CHF | 0.64 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 312'250 CHF | 63'450 CHF | 99.27% | 99.27% |
06.05.2024 | 1.54% | 0.63 CHF | 0.64 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 321'994 CHF | 65'399 CHF | 99.27% | 99.27% |
03.05.2024 | 1.47% | 0.67 CHF | 0.68 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 336'530 CHF | 68'306 CHF | 99.17% | 99.17% |
02.05.2024 | 1.42% | 0.71 CHF | 0.72 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 350'234 CHF | 71'047 CHF | 99.27% | 99.27% |