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 | 1.79% | 0.53 CHF | 0.54 CHF | 450'000 | 150'000 | 448'585 | 149'528 | 248'174 CHF | 84'220 CHF | 97.97% | 97.97% |
15.05.2024 | 2.03% | 0.50 CHF | 0.51 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 219'637 CHF | 74'712 CHF | 98.00% | 98.00% |
14.05.2024 | 1.90% | 0.54 CHF | 0.55 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 235'141 CHF | 79'880 CHF | 92.24% | 92.24% |
13.05.2024 | 1.83% | 0.54 CHF | 0.55 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 243'869 CHF | 82'790 CHF | 90.32% | 90.32% |
10.05.2024 | 1.82% | 0.53 CHF | 0.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 245'058 CHF | 83'186 CHF | 95.53% | 95.53% |
08.05.2024 | 1.49% | 0.66 CHF | 0.67 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 200'483 CHF | 67'828 CHF | 94.00% | 94.00% |
07.05.2024 | 1.61% | 0.65 CHF | 0.66 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 185'034 CHF | 62'678 CHF | 92.75% | 92.75% |
06.05.2024 | 1.79% | 0.58 CHF | 0.59 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 166'249 CHF | 56'416 CHF | 97.03% | 97.03% |
03.05.2024 | 1.96% | 0.46 CHF | 0.47 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 151'799 CHF | 51'600 CHF | 97.77% | 97.77% |
02.05.2024 | 1.83% | 0.54 CHF | 0.55 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 162'644 CHF | 55'215 CHF | 95.86% | 95.86% |