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 | 1.20% | 0.70 CHF | 0.71 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 498'914 CHF | 168'305 CHF | 98.73% | 98.73% |
15.05.2024 | 1.39% | 0.78 CHF | 0.79 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 430'476 CHF | 145'492 CHF | 98.07% | 98.07% |
14.05.2024 | 1.62% | 0.70 CHF | 0.71 CHF | 600'000 | 200'000 | 608'348 | 202'783 | 372'617 CHF | 126'233 CHF | 97.94% | 97.94% |
13.05.2024 | 1.42% | 0.67 CHF | 0.68 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 419'678 CHF | 141'893 CHF | 98.62% | 98.62% |
10.05.2024 | 1.24% | 0.70 CHF | 0.71 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 481'004 CHF | 162'335 CHF | 94.65% | 94.65% |
08.05.2024 | 1.24% | 0.81 CHF | 0.82 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 480'820 CHF | 162'273 CHF | 98.38% | 98.38% |
07.05.2024 | 1.03% | 0.91 CHF | 0.92 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 578'510 CHF | 194'837 CHF | 99.38% | 99.38% |
06.05.2024 | 0.99% | 0.99 CHF | 1.00 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 601'910 CHF | 202'637 CHF | 98.69% | 98.69% |
03.05.2024 | 1.06% | 0.89 CHF | 0.90 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 565'897 CHF | 190'632 CHF | 96.34% | 96.34% |
02.05.2024 | 1.13% | 0.96 CHF | 0.97 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 528'968 CHF | 178'323 CHF | 98.72% | 98.72% |