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 | 1.57% | 0.61 CHF | 0.62 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 283'646 CHF | 96'049 CHF | 97.77% | 97.77% |
15.05.2024 | 1.73% | 0.58 CHF | 0.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 257'460 CHF | 87'320 CHF | 98.03% | 98.03% |
14.05.2024 | 1.64% | 0.62 CHF | 0.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 272'244 CHF | 92'248 CHF | 92.20% | 92.20% |
13.05.2024 | 1.60% | 0.62 CHF | 0.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 279'862 CHF | 94'787 CHF | 90.52% | 90.52% |
10.05.2024 | 1.59% | 0.61 CHF | 0.62 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 280'747 CHF | 95'082 CHF | 95.71% | 95.71% |
08.05.2024 | 1.49% | 0.66 CHF | 0.67 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 200'471 CHF | 67'824 CHF | 93.92% | 93.92% |
07.05.2024 | 1.61% | 0.65 CHF | 0.66 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 185'030 CHF | 62'677 CHF | 92.82% | 92.82% |
06.05.2024 | 1.79% | 0.58 CHF | 0.59 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 166'268 CHF | 56'423 CHF | 96.74% | 96.74% |
03.05.2024 | 1.95% | 0.46 CHF | 0.47 CHF | 300'000 | 100'000 | 310'261 | 103'420 | 157'478 CHF | 53'527 CHF | 97.77% | 97.77% |
02.05.2024 | 1.82% | 0.54 CHF | 0.55 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 163'486 CHF | 55'496 CHF | 96.01% | 96.01% |