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% | 0.59 CHF | 0.60 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 354'871 CHF | 120'290 CHF | 86.66% | 86.66% |
16.05.2024 | 1.64% | 0.59 CHF | 0.60 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 362'327 CHF | 122'776 CHF | 90.98% | 90.98% |
15.05.2024 | 1.66% | 0.62 CHF | 0.63 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 358'312 CHF | 121'437 CHF | 93.46% | 93.46% |
14.05.2024 | 1.80% | 0.56 CHF | 0.57 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 330'168 CHF | 112'056 CHF | 85.42% | 85.42% |
13.05.2024 | 1.82% | 0.53 CHF | 0.54 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 326'517 CHF | 110'839 CHF | 76.67% | 76.67% |
10.05.2024 | 1.86% | 0.53 CHF | 0.54 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 319'014 CHF | 108'338 CHF | 84.56% | 84.56% |
08.05.2024 | 1.92% | 0.51 CHF | 0.52 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 309'974 CHF | 105'325 CHF | 85.41% | 85.41% |
07.05.2024 | 1.89% | 0.53 CHF | 0.54 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 313'891 CHF | 106'630 CHF | 95.16% | 95.16% |
06.05.2024 | 1.79% | 0.55 CHF | 0.56 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 332'141 CHF | 112'714 CHF | 81.57% | 81.57% |
03.05.2024 | 1.76% | 0.56 CHF | 0.57 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 337'755 CHF | 114'585 CHF | 97.04% | 97.04% |