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 | 1.17% | 0.84 CHF | 0.85 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 381'623 CHF | 128'708 CHF | 98.20% | 98.20% |
15.05.2024 | 1.29% | 0.80 CHF | 0.81 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 346'541 CHF | 117'014 CHF | 95.71% | 95.71% |
14.05.2024 | 1.29% | 0.79 CHF | 0.80 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 345'826 CHF | 116'775 CHF | 97.47% | 97.47% |
13.05.2024 | 1.33% | 0.75 CHF | 0.76 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 337'036 CHF | 113'845 CHF | 93.30% | 93.30% |
10.05.2024 | 1.26% | 0.79 CHF | 0.80 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 356'228 CHF | 120'243 CHF | 96.57% | 96.57% |
08.05.2024 | 1.37% | 0.75 CHF | 0.76 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 327'651 CHF | 110'717 CHF | 98.55% | 98.55% |
07.05.2024 | 1.58% | 0.65 CHF | 0.66 CHF | 600'000 | 200'000 | 598'658 | 199'553 | 375'736 CHF | 127'241 CHF | 97.52% | 97.52% |
06.05.2024 | 1.52% | 0.65 CHF | 0.66 CHF | 600'000 | 200'000 | 578'821 | 192'940 | 378'338 CHF | 128'042 CHF | 98.32% | 98.32% |
03.05.2024 | 1.71% | 0.62 CHF | 0.63 CHF | 600'000 | 200'000 | 599'681 | 199'894 | 352'863 CHF | 119'620 CHF | 97.93% | 97.93% |
02.05.2024 | 2.36% | 0.41 CHF | 0.42 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 251'435 CHF | 85'812 CHF | 97.44% | 97.44% |