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 | 1.93% | 0.52 CHF | 0.53 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 153'994 CHF | 52'331 CHF | 99.28% | 99.28% |
15.05.2024 | 1.90% | 0.53 CHF | 0.54 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 156'432 CHF | 53'144 CHF | 99.38% | 99.38% |
14.05.2024 | 2.02% | 0.52 CHF | 0.53 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 147'684 CHF | 50'228 CHF | 99.36% | 99.36% |
13.05.2024 | 2.19% | 0.45 CHF | 0.46 CHF | 300'000 | 100'000 | 314'452 | 104'783 | 142'023 CHF | 48'374 CHF | 98.78% | 98.78% |
10.05.2024 | 2.13% | 0.47 CHF | 0.48 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 139'629 CHF | 47'543 CHF | 99.37% | 99.37% |
08.05.2024 | 2.40% | 0.43 CHF | 0.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 185'514 CHF | 63'338 CHF | 99.37% | 99.37% |
07.05.2024 | 2.41% | 0.41 CHF | 0.42 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 184'617 CHF | 63'039 CHF | 98.15% | 98.15% |
06.05.2024 | 2.41% | 0.41 CHF | 0.42 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 184'245 CHF | 62'915 CHF | 99.37% | 99.37% |
03.05.2024 | 2.40% | 0.40 CHF | 0.41 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 185'351 CHF | 63'284 CHF | 99.35% | 99.35% |
02.05.2024 | 2.59% | 0.39 CHF | 0.40 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 171'294 CHF | 58'598 CHF | 99.35% | 99.35% |