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 | 2.05% | 0.47 CHF | 0.48 CHF | 600'000 | 200'000 | 507'775 | 169'258 | 244'304 CHF | 83'127 CHF | 98.48% | 98.48% |
15.05.2024 | 2.25% | 0.46 CHF | 0.47 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 263'847 CHF | 89'949 CHF | 98.33% | 98.33% |
14.05.2024 | 2.31% | 0.45 CHF | 0.46 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 256'437 CHF | 87'479 CHF | 99.36% | 99.36% |
13.05.2024 | 2.32% | 0.42 CHF | 0.43 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 255'542 CHF | 87'181 CHF | 98.93% | 98.93% |
10.05.2024 | 2.27% | 0.42 CHF | 0.43 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 261'259 CHF | 89'086 CHF | 99.38% | 99.38% |
08.05.2024 | 2.40% | 0.42 CHF | 0.43 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 247'235 CHF | 84'412 CHF | 99.37% | 99.37% |
07.05.2024 | 2.61% | 0.39 CHF | 0.40 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 227'293 CHF | 77'764 CHF | 94.65% | 94.65% |
06.05.2024 | 2.62% | 0.38 CHF | 0.39 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 225'906 CHF | 77'302 CHF | 99.37% | 99.37% |
03.05.2024 | 2.91% | 0.36 CHF | 0.37 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 203'614 CHF | 69'871 CHF | 99.35% | 99.35% |
02.05.2024 | 3.10% | 0.32 CHF | 0.33 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 190'873 CHF | 65'624 CHF | 99.37% | 99.37% |