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 | 1.27% | 0.78 CHF | 0.79 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 351'370 CHF | 118'623 CHF | 97.19% | 97.19% |
15.05.2024 | 1.35% | 0.76 CHF | 0.77 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 330'962 CHF | 111'821 CHF | 99.05% | 99.05% |
14.05.2024 | 1.33% | 0.73 CHF | 0.74 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 337'291 CHF | 113'930 CHF | 96.81% | 96.81% |
13.05.2024 | 1.35% | 0.74 CHF | 0.75 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 331'659 CHF | 112'053 CHF | 92.77% | 92.77% |
10.05.2024 | 1.29% | 0.76 CHF | 0.77 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 345'327 CHF | 116'609 CHF | 98.72% | 98.72% |
08.05.2024 | 1.48% | 0.69 CHF | 0.70 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 302'405 CHF | 102'302 CHF | 96.89% | 96.89% |
07.05.2024 | 1.56% | 0.66 CHF | 0.67 CHF | 450'000 | 150'000 | 512'752 | 170'917 | 324'755 CHF | 109'961 CHF | 96.48% | 96.48% |
06.05.2024 | 1.67% | 0.59 CHF | 0.60 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 356'235 CHF | 120'745 CHF | 90.37% | 90.37% |
03.05.2024 | 1.73% | 0.58 CHF | 0.59 CHF | 600'000 | 200'000 | 599'096 | 199'699 | 343'193 CHF | 116'395 CHF | 94.38% | 94.38% |
02.05.2024 | 1.74% | 0.55 CHF | 0.56 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 341'274 CHF | 115'758 CHF | 98.09% | 98.09% |