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 | 1.35% | 0.71 CHF | 0.72 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 442'697 CHF | 149'566 CHF | 98.72% | 98.72% |
15.05.2024 | 1.24% | 0.74 CHF | 0.75 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 481'961 CHF | 162'654 CHF | 98.70% | 98.70% |
14.05.2024 | 1.41% | 0.71 CHF | 0.72 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 424'170 CHF | 143'390 CHF | 98.80% | 98.80% |
13.05.2024 | 1.36% | 0.75 CHF | 0.76 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 439'419 CHF | 148'473 CHF | 93.42% | 93.42% |
10.05.2024 | 1.37% | 0.76 CHF | 0.77 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 435'296 CHF | 147'099 CHF | 98.78% | 98.78% |
08.05.2024 | 1.27% | 0.79 CHF | 0.80 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 467'935 CHF | 157'978 CHF | 98.72% | 98.72% |
07.05.2024 | 1.34% | 0.76 CHF | 0.77 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 445'783 CHF | 150'594 CHF | 98.73% | 98.73% |
06.05.2024 | 1.41% | 0.69 CHF | 0.70 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 423'025 CHF | 143'008 CHF | 98.79% | 98.79% |
03.05.2024 | 1.32% | 0.77 CHF | 0.78 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 451'633 CHF | 152'544 CHF | 98.75% | 98.75% |
02.05.2024 | 1.28% | 0.75 CHF | 0.76 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 467'164 CHF | 157'721 CHF | 98.77% | 98.77% |