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 | 1.72% | 0.57 CHF | 0.58 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 346'644 CHF | 117'548 CHF | 98.48% | 98.48% |
15.05.2024 | 1.84% | 0.56 CHF | 0.57 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 322'712 CHF | 109'571 CHF | 98.33% | 98.33% |
14.05.2024 | 1.88% | 0.55 CHF | 0.56 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 316'839 CHF | 107'613 CHF | 99.36% | 99.36% |
13.05.2024 | 1.89% | 0.52 CHF | 0.53 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 314'880 CHF | 106'960 CHF | 98.94% | 98.94% |
10.05.2024 | 1.86% | 0.52 CHF | 0.53 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 319'215 CHF | 108'405 CHF | 99.38% | 99.38% |
08.05.2024 | 1.95% | 0.52 CHF | 0.53 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 305'210 CHF | 103'737 CHF | 99.37% | 99.37% |
07.05.2024 | 2.07% | 0.50 CHF | 0.51 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 286'652 CHF | 97'551 CHF | 94.65% | 94.65% |
06.05.2024 | 2.08% | 0.48 CHF | 0.49 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 285'195 CHF | 97'065 CHF | 99.36% | 99.36% |
03.05.2024 | 2.25% | 0.45 CHF | 0.46 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 263'538 CHF | 89'846 CHF | 99.35% | 99.35% |
02.05.2024 | 2.36% | 0.42 CHF | 0.43 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 251'279 CHF | 85'760 CHF | 99.37% | 99.37% |