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 | 2.82% | 0.34 CHF | 0.35 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 209'842 CHF | 71'947 CHF | 99.35% | 99.35% |
15.05.2024 | 2.22% | 0.40 CHF | 0.41 CHF | 600'000 | 200'000 | 458'923 | 152'974 | 204'721 CHF | 69'770 CHF | 99.15% | 99.15% |
14.05.2024 | 2.10% | 0.46 CHF | 0.47 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 212'140 CHF | 72'213 CHF | 99.36% | 99.36% |
13.05.2024 | 1.88% | 0.53 CHF | 0.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 237'307 CHF | 80'602 CHF | 98.84% | 98.84% |
10.05.2024 | 1.93% | 0.48 CHF | 0.49 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 231'146 CHF | 78'549 CHF | 99.36% | 99.36% |
08.05.2024 | 1.80% | 0.58 CHF | 0.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 247'353 CHF | 83'951 CHF | 99.36% | 99.36% |
07.05.2024 | 1.64% | 0.57 CHF | 0.58 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 272'946 CHF | 92'482 CHF | 99.36% | 99.36% |
06.05.2024 | 1.44% | 0.66 CHF | 0.67 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 311'308 CHF | 105'269 CHF | 99.36% | 99.36% |
03.05.2024 | 1.37% | 0.72 CHF | 0.73 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 325'311 CHF | 109'937 CHF | 99.13% | 99.13% |
02.05.2024 | 1.32% | 0.77 CHF | 0.78 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 339'616 CHF | 114'705 CHF | 99.33% | 99.33% |