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 | 1.76% | 0.57 CHF | 0.58 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 253'295 CHF | 85'932 CHF | 99.36% | 99.36% |
15.05.2024 | 2.15% | 0.52 CHF | 0.53 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 207'667 CHF | 70'722 CHF | 99.15% | 99.15% |
14.05.2024 | 2.22% | 0.46 CHF | 0.47 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 201'015 CHF | 68'505 CHF | 99.36% | 99.36% |
13.05.2024 | 2.51% | 0.39 CHF | 0.40 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 177'224 CHF | 60'575 CHF | 98.85% | 98.85% |
10.05.2024 | 2.35% | 0.46 CHF | 0.47 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 189'818 CHF | 64'773 CHF | 99.37% | 99.37% |
08.05.2024 | 2.46% | 0.37 CHF | 0.38 CHF | 450'000 | 150'000 | 449'988 | 150'000 | 180'725 CHF | 61'743 CHF | 99.36% | 99.36% |
07.05.2024 | 2.76% | 0.39 CHF | 0.40 CHF | 450'000 | 150'000 | 574'351 | 191'450 | 204'777 CHF | 70'174 CHF | 99.36% | 99.36% |
06.05.2024 | 3.26% | 0.32 CHF | 0.33 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 181'806 CHF | 62'602 CHF | 99.36% | 99.36% |
03.05.2024 | 3.34% | 0.29 CHF | 0.30 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 176'860 CHF | 60'953 CHF | 99.14% | 99.14% |
02.05.2024 | 3.48% | 0.28 CHF | 0.29 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 169'543 CHF | 58'515 CHF | 99.34% | 99.34% |