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% | 0.74 CHF | 0.75 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 468'878 CHF | 158'293 CHF | 98.80% | 98.80% |
15.05.2024 | 1.30% | 0.80 CHF | 0.81 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 458'004 CHF | 154'668 CHF | 98.18% | 98.18% |
14.05.2024 | 1.34% | 0.74 CHF | 0.75 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 444'303 CHF | 150'101 CHF | 98.75% | 98.75% |
13.05.2024 | 1.31% | 0.75 CHF | 0.76 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 454'293 CHF | 153'431 CHF | 94.90% | 94.90% |
10.05.2024 | 1.28% | 0.79 CHF | 0.80 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 465'654 CHF | 157'218 CHF | 98.91% | 98.91% |
08.05.2024 | 1.50% | 0.66 CHF | 0.67 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 495'934 CHF | 167'811 CHF | 99.06% | 99.06% |
07.05.2024 | 1.53% | 0.68 CHF | 0.69 CHF | 750'000 | 250'000 | 764'893 | 254'964 | 497'514 CHF | 168'388 CHF | 98.15% | 98.15% |
06.05.2024 | 2.39% | 0.43 CHF | 0.44 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 372'691 CHF | 127'230 CHF | 99.08% | 99.08% |
03.05.2024 | 2.40% | 0.39 CHF | 0.40 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 370'066 CHF | 126'355 CHF | 98.36% | 98.36% |
02.05.2024 | 2.31% | 0.40 CHF | 0.41 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 384'577 CHF | 131'192 CHF | 98.83% | 98.83% |