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 | 1.91% | 0.52 CHF | 0.53 CHF | 300'000 | 100'000 | 334'861 | 111'620 | 173'235 CHF | 58'861 CHF | 99.17% | 99.17% |
15.05.2024 | 1.77% | 0.56 CHF | 0.57 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 167'612 CHF | 56'871 CHF | 94.73% | 94.73% |
14.05.2024 | 1.94% | 0.54 CHF | 0.55 CHF | 300'000 | 100'000 | 389'504 | 129'835 | 198'325 CHF | 67'407 CHF | 99.16% | 99.16% |
13.05.2024 | 1.93% | 0.51 CHF | 0.52 CHF | 450'000 | 150'000 | 449'994 | 149'998 | 230'997 CHF | 78'499 CHF | 98.53% | 98.53% |
10.05.2024 | 1.86% | 0.53 CHF | 0.54 CHF | 450'000 | 150'000 | 384'478 | 128'159 | 203'964 CHF | 69'270 CHF | 99.17% | 99.17% |
08.05.2024 | 1.92% | 0.50 CHF | 0.51 CHF | 450'000 | 150'000 | 426'036 | 142'012 | 218'717 CHF | 74'326 CHF | 99.17% | 99.17% |
07.05.2024 | 2.03% | 0.52 CHF | 0.53 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 219'624 CHF | 74'708 CHF | 97.93% | 97.93% |
06.05.2024 | 2.27% | 0.43 CHF | 0.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 196'051 CHF | 66'850 CHF | 99.17% | 99.17% |
03.05.2024 | 2.25% | 0.44 CHF | 0.45 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 198'230 CHF | 67'577 CHF | 99.17% | 99.17% |
02.05.2024 | 2.40% | 0.42 CHF | 0.43 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 185'144 CHF | 63'215 CHF | 99.15% | 99.15% |