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 | 1.34% | 0.72 CHF | 0.73 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 445'007 CHF | 150'336 CHF | 99.23% | 99.23% |
15.05.2024 | 1.47% | 0.74 CHF | 0.75 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 407'432 CHF | 137'811 CHF | 97.31% | 97.31% |
14.05.2024 | 1.30% | 0.66 CHF | 0.67 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 458'397 CHF | 154'799 CHF | 99.20% | 99.20% |
13.05.2024 | 1.22% | 0.76 CHF | 0.77 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 490'616 CHF | 165'539 CHF | 98.34% | 98.34% |
10.05.2024 | 1.28% | 0.85 CHF | 0.86 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 464'647 CHF | 156'882 CHF | 99.19% | 99.19% |
08.05.2024 | 1.36% | 0.74 CHF | 0.75 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 438'812 CHF | 148'271 CHF | 99.20% | 99.20% |
07.05.2024 | 1.64% | 0.63 CHF | 0.64 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 364'284 CHF | 123'428 CHF | 99.22% | 99.22% |
06.05.2024 | 1.72% | 0.59 CHF | 0.60 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 346'857 CHF | 117'619 CHF | 99.23% | 99.23% |
03.05.2024 | 1.57% | 0.66 CHF | 0.67 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 378'792 CHF | 128'264 CHF | 98.85% | 98.85% |
02.05.2024 | 1.67% | 0.65 CHF | 0.66 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 358'274 CHF | 121'425 CHF | 99.22% | 99.22% |