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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 1.68% | 0.60 CHF | 0.61 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 265'837 CHF | 90'112 CHF | 99.57% | 99.57% |
16.05.2024 | 1.73% | 0.57 CHF | 0.58 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 257'972 CHF | 87'491 CHF | 99.59% | 99.59% |
15.05.2024 | 1.70% | 0.59 CHF | 0.60 CHF | 450'000 | 150'000 | 450'089 | 150'030 | 263'164 CHF | 89'222 CHF | 99.68% | 99.68% |
14.05.2024 | 1.75% | 0.59 CHF | 0.60 CHF | 450'000 | 150'000 | 575'221 | 191'740 | 325'931 CHF | 110'561 CHF | 99.66% | 99.66% |
13.05.2024 | 1.72% | 0.57 CHF | 0.58 CHF | 450'000 | 150'000 | 496'340 | 165'447 | 285'293 CHF | 96'752 CHF | 99.07% | 99.07% |
10.05.2024 | 1.77% | 0.56 CHF | 0.57 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 336'209 CHF | 114'070 CHF | 99.33% | 99.33% |
08.05.2024 | 2.02% | 0.49 CHF | 0.50 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 294'477 CHF | 100'159 CHF | 99.53% | 99.53% |
07.05.2024 | 2.10% | 0.49 CHF | 0.50 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 282'959 CHF | 96'320 CHF | 99.60% | 99.60% |
06.05.2024 | 2.33% | 0.43 CHF | 0.44 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 254'474 CHF | 86'825 CHF | 99.74% | 99.74% |
03.05.2024 | 2.32% | 0.41 CHF | 0.42 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 255'241 CHF | 87'080 CHF | 99.37% | 99.37% |