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 | 1.87% | 0.55 CHF | 0.56 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 159'161 CHF | 54'054 CHF | 99.17% | 99.17% |
15.05.2024 | 2.40% | 0.47 CHF | 0.48 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 124'227 CHF | 42'409 CHF | 94.74% | 94.74% |
14.05.2024 | 3.11% | 0.34 CHF | 0.35 CHF | 300'000 | 100'000 | 361'327 | 120'442 | 113'746 CHF | 39'120 CHF | 99.16% | 99.16% |
13.05.2024 | 3.47% | 0.31 CHF | 0.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 128'080 CHF | 44'193 CHF | 98.53% | 98.53% |
10.05.2024 | 3.81% | 0.29 CHF | 0.30 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 116'307 CHF | 40'269 CHF | 99.17% | 99.17% |
08.05.2024 | 3.68% | 0.26 CHF | 0.27 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 120'419 CHF | 41'640 CHF | 99.17% | 99.17% |
07.05.2024 | 3.70% | 0.28 CHF | 0.29 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 119'488 CHF | 41'329 CHF | 97.93% | 97.93% |
06.05.2024 | 4.13% | 0.24 CHF | 0.25 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 106'836 CHF | 37'112 CHF | 99.17% | 99.17% |
03.05.2024 | 4.10% | 0.25 CHF | 0.26 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 108'041 CHF | 37'514 CHF | 99.16% | 99.16% |
02.05.2024 | 4.00% | 0.22 CHF | 0.23 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 110'644 CHF | 38'381 CHF | 99.13% | 99.13% |