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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 1.61% | 0.63 CHF | 0.64 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 369'870 CHF | 125'290 CHF | 99.59% | 99.59% |
16.05.2024 | 1.65% | 0.60 CHF | 0.61 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 361'273 CHF | 122'424 CHF | 99.60% | 99.60% |
15.05.2024 | 1.62% | 0.61 CHF | 0.62 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 368'046 CHF | 124'682 CHF | 99.44% | 99.44% |
14.05.2024 | 1.67% | 0.62 CHF | 0.63 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 356'813 CHF | 120'938 CHF | 99.64% | 99.64% |
13.05.2024 | 1.66% | 0.59 CHF | 0.60 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 359'058 CHF | 121'686 CHF | 99.02% | 99.02% |
10.05.2024 | 1.69% | 0.58 CHF | 0.59 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 351'222 CHF | 119'074 CHF | 99.72% | 99.72% |
08.05.2024 | 1.89% | 0.53 CHF | 0.54 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 313'843 CHF | 106'614 CHF | 99.56% | 99.56% |
07.05.2024 | 1.94% | 0.53 CHF | 0.54 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 306'552 CHF | 104'184 CHF | 99.58% | 99.58% |
06.05.2024 | 2.13% | 0.47 CHF | 0.48 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 349'274 CHF | 118'925 CHF | 99.74% | 99.74% |
03.05.2024 | 2.11% | 0.46 CHF | 0.47 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 351'518 CHF | 119'673 CHF | 99.39% | 99.39% |