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 | 1.38% | 0.73 CHF | 0.74 CHF | 300'000 | 100'000 | 433'334 | 144'445 | 312'020 CHF | 105'451 CHF | 99.17% | 99.17% |
15.05.2024 | 1.61% | 0.66 CHF | 0.67 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 278'475 CHF | 94'325 CHF | 94.74% | 94.74% |
14.05.2024 | 1.85% | 0.56 CHF | 0.57 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 240'985 CHF | 81'828 CHF | 99.16% | 99.16% |
13.05.2024 | 1.95% | 0.53 CHF | 0.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 228'440 CHF | 77'647 CHF | 98.53% | 98.53% |
10.05.2024 | 2.06% | 0.51 CHF | 0.52 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 216'478 CHF | 73'659 CHF | 99.17% | 99.17% |
08.05.2024 | 2.03% | 0.48 CHF | 0.49 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 219'379 CHF | 74'626 CHF | 99.17% | 99.17% |
07.05.2024 | 2.04% | 0.50 CHF | 0.51 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 218'250 CHF | 74'250 CHF | 97.94% | 97.94% |
06.05.2024 | 2.16% | 0.46 CHF | 0.47 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 206'000 CHF | 70'167 CHF | 99.17% | 99.17% |
03.05.2024 | 2.17% | 0.47 CHF | 0.48 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 205'410 CHF | 69'970 CHF | 99.16% | 99.16% |
02.05.2024 | 2.16% | 0.44 CHF | 0.45 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 206'542 CHF | 70'348 CHF | 99.15% | 99.15% |