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 | 1.87% | 0.58 CHF | 0.59 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 158'767 CHF | 53'923 CHF | 98.99% | 98.99% |
15.05.2024 | 2.11% | 0.49 CHF | 0.50 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 140'584 CHF | 47'862 CHF | 99.28% | 99.28% |
14.05.2024 | 2.32% | 0.45 CHF | 0.46 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 127'831 CHF | 43'610 CHF | 99.06% | 99.06% |
13.05.2024 | 2.96% | 0.35 CHF | 0.36 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 149'990 CHF | 51'497 CHF | 98.97% | 98.97% |
10.05.2024 | 2.28% | 0.41 CHF | 0.42 CHF | 300'000 | 100'000 | 312'359 | 104'120 | 135'169 CHF | 46'098 CHF | 99.23% | 99.23% |
08.05.2024 | 2.08% | 0.47 CHF | 0.48 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 142'585 CHF | 48'528 CHF | 99.45% | 99.45% |
07.05.2024 | 2.26% | 0.50 CHF | 0.51 CHF | 300'000 | 100'000 | 417'641 | 139'217 | 181'663 CHF | 61'948 CHF | 99.44% | 99.44% |
06.05.2024 | 2.43% | 0.40 CHF | 0.41 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 182'919 CHF | 62'473 CHF | 99.33% | 99.33% |
03.05.2024 | 2.45% | 0.35 CHF | 0.36 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 182'896 CHF | 62'465 CHF | 99.22% | 99.22% |
02.05.2024 | 2.65% | 0.37 CHF | 0.38 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 167'902 CHF | 57'467 CHF | 98.93% | 98.93% |