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 | 1.88% | 0.52 CHF | 0.53 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 315'871 CHF | 107'290 CHF | 99.61% | 99.61% |
15.05.2024 | 2.08% | 0.48 CHF | 0.49 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 285'430 CHF | 97'143 CHF | 99.43% | 99.43% |
14.05.2024 | 2.07% | 0.46 CHF | 0.47 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 286'785 CHF | 97'595 CHF | 99.64% | 99.64% |
13.05.2024 | 1.92% | 0.51 CHF | 0.52 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 309'000 CHF | 105'000 CHF | 98.91% | 98.91% |
10.05.2024 | 1.89% | 0.54 CHF | 0.55 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 314'077 CHF | 106'692 CHF | 99.53% | 99.53% |
08.05.2024 | 2.02% | 0.49 CHF | 0.50 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 294'045 CHF | 100'015 CHF | 99.57% | 99.57% |
07.05.2024 | 1.94% | 0.51 CHF | 0.52 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 306'074 CHF | 104'025 CHF | 99.57% | 99.57% |
06.05.2024 | 2.06% | 0.50 CHF | 0.51 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 288'004 CHF | 98'002 CHF | 99.57% | 99.57% |
03.05.2024 | 2.26% | 0.46 CHF | 0.47 CHF | 600'000 | 200'000 | 607'812 | 202'604 | 265'915 CHF | 90'664 CHF | 99.43% | 99.43% |
02.05.2024 | 2.37% | 0.41 CHF | 0.42 CHF | 600'000 | 200'000 | 600'078 | 200'026 | 249'837 CHF | 85'279 CHF | 99.53% | 99.53% |