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 | 1.15% | 0.88 CHF | 0.89 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 260'047 CHF | 87'682 CHF | 99.17% | 99.17% |
15.05.2024 | 1.31% | 0.81 CHF | 0.82 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 227'370 CHF | 76'790 CHF | 94.74% | 94.74% |
14.05.2024 | 1.49% | 0.69 CHF | 0.70 CHF | 300'000 | 100'000 | 401'723 | 133'908 | 265'638 CHF | 89'885 CHF | 99.16% | 99.16% |
13.05.2024 | 1.57% | 0.66 CHF | 0.67 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 284'770 CHF | 96'423 CHF | 98.53% | 98.53% |
10.05.2024 | 1.64% | 0.63 CHF | 0.64 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 271'792 CHF | 92'097 CHF | 99.17% | 99.17% |
08.05.2024 | 1.63% | 0.60 CHF | 0.61 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 274'384 CHF | 92'961 CHF | 99.17% | 99.17% |
07.05.2024 | 1.64% | 0.62 CHF | 0.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 273'045 CHF | 92'515 CHF | 97.93% | 97.93% |
06.05.2024 | 1.73% | 0.58 CHF | 0.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 258'247 CHF | 87'582 CHF | 99.17% | 99.17% |
03.05.2024 | 1.73% | 0.59 CHF | 0.60 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 258'068 CHF | 87'523 CHF | 99.17% | 99.17% |
02.05.2024 | 1.72% | 0.55 CHF | 0.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 259'274 CHF | 87'925 CHF | 99.15% | 99.15% |