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 | 1.20% | 0.80 CHF | 0.81 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 371'310 CHF | 125'270 CHF | 98.49% | 98.49% |
15.05.2024 | 1.14% | 0.88 CHF | 0.89 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 391'720 CHF | 132'073 CHF | 98.32% | 98.32% |
14.05.2024 | 1.17% | 0.89 CHF | 0.90 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 384'000 CHF | 129'500 CHF | 99.36% | 99.36% |
13.05.2024 | 1.20% | 0.83 CHF | 0.84 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 372'888 CHF | 125'796 CHF | 98.93% | 98.93% |
10.05.2024 | 1.28% | 0.80 CHF | 0.81 CHF | 450'000 | 150'000 | 579'228 | 193'076 | 447'848 CHF | 151'213 CHF | 99.38% | 99.38% |
08.05.2024 | 1.41% | 0.70 CHF | 0.71 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 421'790 CHF | 142'597 CHF | 99.35% | 99.35% |
07.05.2024 | 1.57% | 0.66 CHF | 0.67 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 379'476 CHF | 128'492 CHF | 94.65% | 94.65% |
06.05.2024 | 1.64% | 0.58 CHF | 0.59 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 363'037 CHF | 123'012 CHF | 99.36% | 99.36% |
03.05.2024 | 1.61% | 0.58 CHF | 0.59 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 369'290 CHF | 125'097 CHF | 99.35% | 99.35% |
02.05.2024 | 1.54% | 0.64 CHF | 0.65 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 386'368 CHF | 130'789 CHF | 99.36% | 99.36% |