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% | 0.60 CHF | 0.61 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 387'417 CHF | 131'139 CHF | 98.92% | 98.92% |
15.05.2024 | 1.59% | 0.67 CHF | 0.68 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 375'370 CHF | 127'123 CHF | 99.08% | 99.08% |
14.05.2024 | 1.66% | 0.60 CHF | 0.61 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 359'511 CHF | 121'837 CHF | 98.74% | 98.74% |
13.05.2024 | 1.61% | 0.60 CHF | 0.61 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 370'802 CHF | 125'600 CHF | 94.94% | 94.94% |
10.05.2024 | 1.55% | 0.65 CHF | 0.66 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 384'230 CHF | 130'077 CHF | 98.91% | 98.91% |
08.05.2024 | 1.94% | 0.52 CHF | 0.53 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 384'125 CHF | 130'542 CHF | 98.71% | 98.71% |
07.05.2024 | 1.99% | 0.53 CHF | 0.54 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 376'729 CHF | 128'076 CHF | 98.16% | 98.16% |
06.05.2024 | 4.07% | 0.26 CHF | 0.27 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 217'300 CHF | 75'433 CHF | 99.08% | 99.08% |
03.05.2024 | 4.12% | 0.22 CHF | 0.23 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 214'223 CHF | 74'408 CHF | 98.34% | 98.34% |
02.05.2024 | 3.89% | 0.22 CHF | 0.23 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 227'625 CHF | 78'875 CHF | 98.83% | 98.83% |