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 | 1.39% | 0.68 CHF | 0.69 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 430'013 CHF | 145'338 CHF | 98.89% | 98.89% |
15.05.2024 | 1.42% | 0.73 CHF | 0.74 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 418'359 CHF | 141'453 CHF | 98.27% | 98.27% |
14.05.2024 | 1.47% | 0.68 CHF | 0.69 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 405'059 CHF | 137'020 CHF | 98.74% | 98.74% |
13.05.2024 | 1.44% | 0.68 CHF | 0.69 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 414'857 CHF | 140'286 CHF | 94.92% | 94.92% |
10.05.2024 | 1.39% | 0.72 CHF | 0.73 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 428'317 CHF | 144'772 CHF | 98.95% | 98.95% |
08.05.2024 | 1.68% | 0.59 CHF | 0.60 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 441'956 CHF | 149'819 CHF | 99.06% | 99.06% |
07.05.2024 | 1.72% | 0.61 CHF | 0.62 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 435'070 CHF | 147'523 CHF | 98.15% | 98.15% |
06.05.2024 | 2.92% | 0.35 CHF | 0.36 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 303'749 CHF | 104'250 CHF | 99.08% | 99.08% |
03.05.2024 | 2.94% | 0.32 CHF | 0.33 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 301'904 CHF | 103'635 CHF | 99.08% | 99.08% |
02.05.2024 | 2.81% | 0.32 CHF | 0.33 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 315'688 CHF | 108'229 CHF | 98.83% | 98.83% |