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 | 1.93% | 0.50 CHF | 0.51 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 308'244 CHF | 104'748 CHF | 98.46% | 98.46% |
16.05.2024 | 1.90% | 0.52 CHF | 0.53 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 312'863 CHF | 106'288 CHF | 99.08% | 99.08% |
15.05.2024 | 2.04% | 0.51 CHF | 0.52 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 291'556 CHF | 99'185 CHF | 98.62% | 98.62% |
14.05.2024 | 2.11% | 0.47 CHF | 0.48 CHF | 600'000 | 200'000 | 661'311 | 220'437 | 309'409 CHF | 105'341 CHF | 97.61% | 97.61% |
13.05.2024 | 2.05% | 0.47 CHF | 0.48 CHF | 600'000 | 200'000 | 627'707 | 209'236 | 302'905 CHF | 103'061 CHF | 97.60% | 97.60% |
10.05.2024 | 2.10% | 0.47 CHF | 0.48 CHF | 750'000 | 250'000 | 665'638 | 221'879 | 313'936 CHF | 106'864 CHF | 99.23% | 99.23% |
08.05.2024 | 2.16% | 0.47 CHF | 0.48 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 343'768 CHF | 117'089 CHF | 97.07% | 97.07% |
07.05.2024 | 2.09% | 0.47 CHF | 0.48 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 355'287 CHF | 120'929 CHF | 98.89% | 98.89% |
06.05.2024 | 2.21% | 0.45 CHF | 0.46 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 335'359 CHF | 114'286 CHF | 97.89% | 97.89% |
03.05.2024 | 2.37% | 0.44 CHF | 0.45 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 312'649 CHF | 106'716 CHF | 95.97% | 95.97% |