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 | 1.74% | 0.56 CHF | 0.57 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 170'864 CHF | 57'955 CHF | 98.48% | 98.48% |
15.05.2024 | 1.94% | 0.54 CHF | 0.55 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 153'364 CHF | 52'121 CHF | 98.33% | 98.33% |
14.05.2024 | 2.05% | 0.50 CHF | 0.51 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 144'925 CHF | 49'308 CHF | 99.36% | 99.36% |
13.05.2024 | 2.30% | 0.45 CHF | 0.46 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 129'242 CHF | 44'081 CHF | 98.93% | 98.93% |
10.05.2024 | 2.22% | 0.46 CHF | 0.47 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 133'907 CHF | 45'636 CHF | 99.37% | 99.37% |
08.05.2024 | 2.09% | 0.46 CHF | 0.47 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 142'451 CHF | 48'484 CHF | 99.35% | 99.35% |
07.05.2024 | 2.13% | 0.45 CHF | 0.46 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 139'337 CHF | 47'446 CHF | 94.66% | 94.66% |
06.05.2024 | 1.99% | 0.48 CHF | 0.49 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 149'316 CHF | 50'772 CHF | 99.36% | 99.36% |
03.05.2024 | 1.84% | 0.50 CHF | 0.51 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 161'716 CHF | 54'905 CHF | 99.36% | 99.36% |
02.05.2024 | 1.84% | 0.54 CHF | 0.55 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 161'281 CHF | 54'760 CHF | 99.36% | 99.36% |