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 | 1.94% | 0.59 CHF | 0.60 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 306'450 CHF | 104'150 CHF | 96.86% | 96.86% |
15.05.2024 | 2.52% | 0.45 CHF | 0.46 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 236'007 CHF | 80'669 CHF | 98.97% | 98.97% |
14.05.2024 | 2.98% | 0.35 CHF | 0.36 CHF | 600'000 | 200'000 | 674'790 | 224'930 | 222'945 CHF | 76'564 CHF | 98.77% | 98.77% |
13.05.2024 | 2.77% | 0.37 CHF | 0.38 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 213'727 CHF | 73'242 CHF | 96.55% | 96.55% |
10.05.2024 | 2.59% | 0.35 CHF | 0.36 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 229'285 CHF | 78'429 CHF | 96.32% | 96.32% |
08.05.2024 | 2.45% | 0.39 CHF | 0.40 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 302'745 CHF | 103'415 CHF | 97.09% | 97.09% |
07.05.2024 | 2.32% | 0.45 CHF | 0.46 CHF | 600'000 | 200'000 | 732'728 | 244'243 | 311'898 CHF | 106'408 CHF | 97.86% | 97.86% |
06.05.2024 | 2.48% | 0.42 CHF | 0.43 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 299'116 CHF | 102'205 CHF | 98.04% | 98.04% |
03.05.2024 | 3.23% | 0.32 CHF | 0.33 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 228'587 CHF | 78'696 CHF | 95.83% | 95.83% |
02.05.2024 | 3.24% | 0.28 CHF | 0.29 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 228'729 CHF | 78'743 CHF | 97.84% | 97.84% |