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 | 1.23% | 0.80 CHF | 0.81 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 485'600 CHF | 163'867 CHF | 99.54% | 99.54% |
15.05.2024 | 1.32% | 0.76 CHF | 0.77 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 451'920 CHF | 152'640 CHF | 99.45% | 99.45% |
14.05.2024 | 1.32% | 0.73 CHF | 0.74 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 452'970 CHF | 152'990 CHF | 99.55% | 99.55% |
13.05.2024 | 1.25% | 0.78 CHF | 0.79 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 476'907 CHF | 160'969 CHF | 98.92% | 98.92% |
10.05.2024 | 1.24% | 0.82 CHF | 0.83 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 482'356 CHF | 162'785 CHF | 99.55% | 99.55% |
08.05.2024 | 1.30% | 0.76 CHF | 0.77 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 460'120 CHF | 155'373 CHF | 99.56% | 99.56% |
07.05.2024 | 1.26% | 0.79 CHF | 0.80 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 472'653 CHF | 159'551 CHF | 99.58% | 99.58% |
06.05.2024 | 1.32% | 0.77 CHF | 0.78 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 451'181 CHF | 152'394 CHF | 99.59% | 99.59% |
03.05.2024 | 1.41% | 0.73 CHF | 0.74 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 421'387 CHF | 142'462 CHF | 99.46% | 99.46% |
02.05.2024 | 1.47% | 0.67 CHF | 0.68 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 406'489 CHF | 137'496 CHF | 99.59% | 99.59% |