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 | 1.07% | 0.94 CHF | 0.95 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 209'662 CHF | 70'637 CHF | 99.21% | 99.21% |
15.05.2024 | 1.22% | 0.80 CHF | 0.81 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 184'033 CHF | 62'094 CHF | 98.85% | 98.85% |
14.05.2024 | 1.27% | 0.81 CHF | 0.82 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 175'742 CHF | 59'331 CHF | 98.99% | 98.99% |
13.05.2024 | 1.15% | 0.84 CHF | 0.85 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 193'980 CHF | 65'410 CHF | 94.44% | 94.44% |
10.05.2024 | 1.10% | 0.94 CHF | 0.95 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 203'912 CHF | 68'721 CHF | 98.10% | 98.10% |
08.05.2024 | 1.78% | 0.59 CHF | 0.60 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 167'710 CHF | 56'904 CHF | 96.90% | 96.90% |
07.05.2024 | 2.65% | 0.44 CHF | 0.45 CHF | 300'000 | 100'000 | 398'674 | 132'891 | 147'208 CHF | 50'398 CHF | 96.77% | 96.77% |
06.05.2024 | 3.17% | 0.35 CHF | 0.36 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 140'571 CHF | 48'357 CHF | 99.04% | 99.04% |
03.05.2024 | 3.44% | 0.25 CHF | 0.26 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 129'203 CHF | 44'568 CHF | 98.71% | 98.71% |
02.05.2024 | 2.74% | 0.33 CHF | 0.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 162'280 CHF | 55'593 CHF | 99.17% | 99.17% |