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 | 1.80% | 0.54 CHF | 0.55 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 165'295 CHF | 56'098 CHF | 98.48% | 98.48% |
15.05.2024 | 1.97% | 0.52 CHF | 0.53 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 150'925 CHF | 51'308 CHF | 98.33% | 98.33% |
14.05.2024 | 2.06% | 0.49 CHF | 0.50 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 144'550 CHF | 49'183 CHF | 99.36% | 99.36% |
13.05.2024 | 2.27% | 0.45 CHF | 0.46 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 130'557 CHF | 44'519 CHF | 98.93% | 98.93% |
10.05.2024 | 2.21% | 0.45 CHF | 0.46 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 134'361 CHF | 45'787 CHF | 99.37% | 99.37% |
08.05.2024 | 2.09% | 0.46 CHF | 0.47 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 141'895 CHF | 48'298 CHF | 99.35% | 99.35% |
07.05.2024 | 2.12% | 0.45 CHF | 0.46 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 139'890 CHF | 47'630 CHF | 94.65% | 94.65% |
06.05.2024 | 1.98% | 0.49 CHF | 0.50 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 149'827 CHF | 50'942 CHF | 99.36% | 99.36% |
03.05.2024 | 1.87% | 0.50 CHF | 0.51 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 159'150 CHF | 54'050 CHF | 99.36% | 99.36% |
02.05.2024 | 1.87% | 0.54 CHF | 0.55 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 158'643 CHF | 53'881 CHF | 99.36% | 99.36% |