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 | 2.02% | 0.50 CHF | 0.51 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 293'683 CHF | 99'894 CHF | 99.49% | 99.49% |
15.05.2024 | 2.09% | 0.47 CHF | 0.48 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 284'564 CHF | 96'855 CHF | 99.21% | 99.21% |
14.05.2024 | 2.13% | 0.46 CHF | 0.47 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 278'394 CHF | 94'798 CHF | 98.01% | 98.01% |
13.05.2024 | 2.13% | 0.45 CHF | 0.46 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 279'084 CHF | 95'028 CHF | 99.38% | 99.38% |
10.05.2024 | 2.03% | 0.47 CHF | 0.48 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 292'208 CHF | 99'403 CHF | 98.58% | 98.58% |
08.05.2024 | 2.28% | 0.44 CHF | 0.45 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 260'602 CHF | 88'868 CHF | 99.39% | 99.39% |
07.05.2024 | 2.17% | 0.45 CHF | 0.46 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 274'043 CHF | 93'348 CHF | 99.38% | 99.38% |
06.05.2024 | 2.16% | 0.47 CHF | 0.48 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 274'389 CHF | 93'463 CHF | 99.37% | 99.37% |
03.05.2024 | 2.23% | 0.42 CHF | 0.43 CHF | 600'000 | 200'000 | 607'077 | 202'359 | 269'340 CHF | 91'804 CHF | 99.27% | 99.27% |
02.05.2024 | 2.14% | 0.46 CHF | 0.47 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 276'969 CHF | 94'323 CHF | 99.29% | 99.29% |