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 | 1.37% | 0.74 CHF | 0.75 CHF | 300'000 | 150'000 | 300'000 | 150'000 | 218'102 CHF | 110'551 CHF | 99.17% | 99.17% |
15.05.2024 | 1.65% | 0.66 CHF | 0.67 CHF | 300'000 | 150'000 | 300'000 | 150'000 | 181'231 CHF | 92'116 CHF | 94.74% | 94.74% |
14.05.2024 | 1.99% | 0.53 CHF | 0.54 CHF | 300'000 | 150'000 | 300'000 | 150'000 | 149'978 CHF | 76'489 CHF | 99.16% | 99.16% |
13.05.2024 | 2.16% | 0.48 CHF | 0.49 CHF | 300'000 | 150'000 | 300'000 | 150'000 | 137'445 CHF | 70'223 CHF | 98.53% | 98.53% |
10.05.2024 | 2.33% | 0.46 CHF | 0.47 CHF | 300'000 | 150'000 | 300'000 | 150'000 | 127'679 CHF | 65'340 CHF | 99.17% | 99.17% |
08.05.2024 | 2.27% | 0.43 CHF | 0.44 CHF | 300'000 | 150'000 | 300'000 | 150'000 | 130'776 CHF | 66'888 CHF | 99.17% | 99.17% |
07.05.2024 | 2.30% | 0.45 CHF | 0.46 CHF | 300'000 | 150'000 | 300'000 | 150'000 | 129'042 CHF | 66'021 CHF | 97.93% | 97.93% |
06.05.2024 | 2.51% | 0.40 CHF | 0.41 CHF | 300'000 | 150'000 | 300'000 | 150'000 | 118'088 CHF | 60'544 CHF | 99.17% | 99.17% |
03.05.2024 | 2.52% | 0.41 CHF | 0.42 CHF | 300'000 | 150'000 | 314'741 | 150'000 | 123'328 CHF | 60'465 CHF | 99.17% | 99.17% |
02.05.2024 | 2.49% | 0.37 CHF | 0.38 CHF | 450'000 | 150'000 | 324'473 | 150'000 | 128'233 CHF | 61'119 CHF | 99.15% | 99.15% |