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 | 1.30% | 0.84 CHF | 0.85 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 457'179 CHF | 154'393 CHF | 96.87% | 96.87% |
15.05.2024 | 1.55% | 0.70 CHF | 0.71 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 385'533 CHF | 130'511 CHF | 99.01% | 99.01% |
14.05.2024 | 1.69% | 0.61 CHF | 0.62 CHF | 600'000 | 200'000 | 696'478 | 232'159 | 408'829 CHF | 138'598 CHF | 98.76% | 98.76% |
13.05.2024 | 1.62% | 0.63 CHF | 0.64 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 367'521 CHF | 124'507 CHF | 96.51% | 96.51% |
10.05.2024 | 1.56% | 0.61 CHF | 0.62 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 381'988 CHF | 129'329 CHF | 96.06% | 96.06% |
08.05.2024 | 1.52% | 0.64 CHF | 0.65 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 489'486 CHF | 165'662 CHF | 97.15% | 97.15% |
07.05.2024 | 1.47% | 0.70 CHF | 0.71 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 506'499 CHF | 171'333 CHF | 97.57% | 97.57% |
06.05.2024 | 1.52% | 0.68 CHF | 0.69 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 489'262 CHF | 165'587 CHF | 97.88% | 97.88% |
03.05.2024 | 1.79% | 0.56 CHF | 0.57 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 416'164 CHF | 141'221 CHF | 98.05% | 98.05% |
02.05.2024 | 1.81% | 0.53 CHF | 0.54 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 410'304 CHF | 139'268 CHF | 97.19% | 97.19% |