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 | 2.13% | 0.47 CHF | 0.48 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 279'062 CHF | 95'021 CHF | 96.14% | 96.14% |
15.05.2024 | 1.98% | 0.48 CHF | 0.49 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 299'566 CHF | 101'855 CHF | 99.14% | 99.14% |
14.05.2024 | 1.98% | 0.51 CHF | 0.52 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 300'686 CHF | 102'229 CHF | 93.96% | 93.96% |
13.05.2024 | 1.87% | 0.49 CHF | 0.50 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 318'583 CHF | 108'194 CHF | 95.61% | 95.61% |
10.05.2024 | 1.86% | 0.54 CHF | 0.55 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 319'311 CHF | 108'437 CHF | 99.59% | 99.59% |
08.05.2024 | 1.65% | 0.57 CHF | 0.58 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 361'605 CHF | 122'535 CHF | 99.34% | 99.34% |
07.05.2024 | 1.79% | 0.56 CHF | 0.57 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 333'020 CHF | 113'007 CHF | 99.57% | 99.57% |
06.05.2024 | 1.71% | 0.58 CHF | 0.59 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 347'418 CHF | 117'806 CHF | 99.08% | 99.08% |
03.05.2024 | 1.66% | 0.61 CHF | 0.62 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 357'594 CHF | 121'198 CHF | 98.07% | 98.07% |
02.05.2024 | 1.53% | 0.63 CHF | 0.64 CHF | 750'000 | 250'000 | 621'884 | 207'295 | 403'522 CHF | 136'580 CHF | 99.55% | 99.55% |