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 | 1.39% | 0.73 CHF | 0.74 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 213'951 CHF | 72'317 CHF | 99.17% | 99.17% |
15.05.2024 | 1.63% | 0.66 CHF | 0.67 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 183'483 CHF | 62'161 CHF | 94.74% | 94.74% |
14.05.2024 | 1.92% | 0.54 CHF | 0.55 CHF | 450'000 | 150'000 | 446'943 | 148'981 | 231'137 CHF | 78'536 CHF | 99.16% | 99.16% |
13.05.2024 | 2.04% | 0.51 CHF | 0.52 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 218'452 CHF | 74'317 CHF | 98.53% | 98.53% |
10.05.2024 | 2.16% | 0.49 CHF | 0.50 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 206'269 CHF | 70'257 CHF | 99.17% | 99.17% |
08.05.2024 | 2.13% | 0.46 CHF | 0.47 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 209'416 CHF | 71'305 CHF | 99.17% | 99.17% |
07.05.2024 | 2.14% | 0.48 CHF | 0.49 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 208'100 CHF | 70'867 CHF | 97.93% | 97.93% |
06.05.2024 | 2.29% | 0.44 CHF | 0.45 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 194'125 CHF | 66'208 CHF | 99.17% | 99.17% |
03.05.2024 | 2.29% | 0.45 CHF | 0.46 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 194'143 CHF | 66'214 CHF | 99.16% | 99.16% |
02.05.2024 | 2.28% | 0.41 CHF | 0.42 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 195'189 CHF | 66'563 CHF | 99.15% | 99.15% |