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 | 1.42% | 0.69 CHF | 0.70 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 315'762 CHF | 106'754 CHF | 99.74% | 99.74% |
15.05.2024 | 1.55% | 0.65 CHF | 0.66 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 384'854 CHF | 130'285 CHF | 99.45% | 99.45% |
14.05.2024 | 1.54% | 0.62 CHF | 0.63 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 385'678 CHF | 130'559 CHF | 99.56% | 99.56% |
13.05.2024 | 1.45% | 0.67 CHF | 0.68 CHF | 600'000 | 200'000 | 471'603 | 157'201 | 322'799 CHF | 109'172 CHF | 98.92% | 98.92% |
10.05.2024 | 1.43% | 0.71 CHF | 0.72 CHF | 450'000 | 150'000 | 453'106 | 151'035 | 314'636 CHF | 106'389 CHF | 99.58% | 99.58% |
08.05.2024 | 1.52% | 0.65 CHF | 0.66 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 392'884 CHF | 132'961 CHF | 99.58% | 99.58% |
07.05.2024 | 1.47% | 0.68 CHF | 0.69 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 405'348 CHF | 137'116 CHF | 99.57% | 99.57% |
06.05.2024 | 1.56% | 0.66 CHF | 0.67 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 382'510 CHF | 129'503 CHF | 99.57% | 99.57% |
03.05.2024 | 1.69% | 0.62 CHF | 0.63 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 352'529 CHF | 119'510 CHF | 99.42% | 99.42% |
02.05.2024 | 1.77% | 0.55 CHF | 0.56 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 336'735 CHF | 114'245 CHF | 99.57% | 99.57% |