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 | 1.54% | 0.65 CHF | 0.66 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 387'167 CHF | 131'056 CHF | 96.05% | 96.05% |
15.05.2024 | 1.46% | 0.66 CHF | 0.67 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 408'186 CHF | 138'062 CHF | 99.15% | 99.15% |
14.05.2024 | 1.46% | 0.69 CHF | 0.70 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 409'341 CHF | 138'447 CHF | 94.01% | 94.01% |
13.05.2024 | 1.40% | 0.67 CHF | 0.68 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 427'121 CHF | 144'374 CHF | 95.61% | 95.61% |
10.05.2024 | 1.39% | 0.72 CHF | 0.73 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 427'693 CHF | 144'564 CHF | 99.63% | 99.63% |
08.05.2024 | 1.27% | 0.76 CHF | 0.77 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 470'355 CHF | 158'785 CHF | 99.44% | 99.44% |
07.05.2024 | 1.35% | 0.74 CHF | 0.75 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 441'619 CHF | 149'206 CHF | 99.57% | 99.57% |
06.05.2024 | 1.31% | 0.76 CHF | 0.77 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 456'071 CHF | 154'024 CHF | 99.06% | 99.06% |
03.05.2024 | 1.28% | 0.79 CHF | 0.80 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 465'742 CHF | 157'247 CHF | 98.13% | 98.13% |
02.05.2024 | 1.20% | 0.81 CHF | 0.82 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 498'734 CHF | 168'245 CHF | 99.55% | 99.55% |