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 | 2.32% | 0.37 CHF | 0.38 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 128'442 CHF | 43'814 CHF | 99.18% | 99.18% |
15.05.2024 | 2.17% | 0.46 CHF | 0.47 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 137'120 CHF | 46'707 CHF | 99.73% | 99.73% |
14.05.2024 | 2.29% | 0.47 CHF | 0.48 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 129'586 CHF | 44'195 CHF | 99.49% | 99.49% |
13.05.2024 | 2.45% | 0.43 CHF | 0.44 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 120'995 CHF | 41'332 CHF | 99.07% | 99.07% |
10.05.2024 | 2.53% | 0.41 CHF | 0.42 CHF | 300'000 | 100'000 | 311'304 | 103'768 | 121'306 CHF | 41'473 CHF | 97.01% | 97.01% |
08.05.2024 | 3.52% | 0.27 CHF | 0.28 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 125'800 CHF | 43'434 CHF | 99.56% | 99.56% |
07.05.2024 | 3.53% | 0.32 CHF | 0.33 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 125'740 CHF | 43'414 CHF | 99.72% | 99.72% |
06.05.2024 | 4.20% | 0.24 CHF | 0.25 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 105'035 CHF | 36'512 CHF | 99.28% | 99.28% |
03.05.2024 | 4.40% | 0.21 CHF | 0.22 CHF | 450'000 | 150'000 | 481'323 | 160'441 | 107'012 CHF | 37'275 CHF | 97.01% | 97.01% |
02.05.2024 | 4.90% | 0.20 CHF | 0.21 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 119'850 CHF | 41'950 CHF | 99.58% | 99.58% |