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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 1.68% | 0.60 CHF | 0.61 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 265'092 CHF | 89'864 CHF | 99.58% | 99.58% |
16.05.2024 | 1.73% | 0.57 CHF | 0.58 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 257'351 CHF | 87'284 CHF | 99.74% | 99.74% |
15.05.2024 | 1.70% | 0.58 CHF | 0.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 262'176 CHF | 88'892 CHF | 99.49% | 99.49% |
14.05.2024 | 1.77% | 0.59 CHF | 0.60 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 252'595 CHF | 85'698 CHF | 99.59% | 99.59% |
13.05.2024 | 1.74% | 0.57 CHF | 0.58 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 256'818 CHF | 87'106 CHF | 99.05% | 99.05% |
10.05.2024 | 1.79% | 0.55 CHF | 0.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 249'162 CHF | 84'554 CHF | 99.42% | 99.42% |
08.05.2024 | 2.09% | 0.48 CHF | 0.49 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 284'778 CHF | 96'926 CHF | 99.56% | 99.56% |
07.05.2024 | 2.16% | 0.48 CHF | 0.49 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 275'147 CHF | 93'716 CHF | 99.59% | 99.59% |
06.05.2024 | 2.45% | 0.41 CHF | 0.42 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 241'772 CHF | 82'591 CHF | 99.60% | 99.60% |
03.05.2024 | 2.48% | 0.39 CHF | 0.40 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 239'526 CHF | 81'842 CHF | 99.35% | 99.35% |