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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 1.48% | 0.70 CHF | 0.71 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 403'488 CHF | 136'496 CHF | 99.37% | 99.37% |
16.05.2024 | 1.44% | 0.69 CHF | 0.70 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 413'786 CHF | 139'929 CHF | 99.37% | 99.37% |
15.05.2024 | 1.49% | 0.67 CHF | 0.68 CHF | 600'000 | 200'000 | 606'888 | 202'308 | 403'268 CHF | 136'454 CHF | 99.38% | 99.38% |
14.05.2024 | 1.60% | 0.62 CHF | 0.63 CHF | 750'000 | 250'000 | 750'000 | 249'964 | 465'894 CHF | 157'776 CHF | 99.37% | 99.37% |
13.05.2024 | 1.67% | 0.61 CHF | 0.62 CHF | 750'000 | 250'000 | 749'989 | 249'988 | 447'110 CHF | 151'532 CHF | 98.79% | 98.79% |
10.05.2024 | 1.92% | 0.53 CHF | 0.54 CHF | 750'000 | 250'000 | 749'966 | 250'000 | 387'913 CHF | 131'810 CHF | 99.36% | 99.36% |
08.05.2024 | 2.29% | 0.43 CHF | 0.44 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 323'850 CHF | 110'450 CHF | 99.37% | 99.37% |
07.05.2024 | 2.63% | 0.38 CHF | 0.39 CHF | 900'000 | 300'000 | 900'000 | 299'966 | 338'444 CHF | 115'801 CHF | 98.15% | 98.15% |
06.05.2024 | 2.47% | 0.41 CHF | 0.42 CHF | 750'000 | 250'000 | 896'261 | 298'754 | 358'784 CHF | 122'582 CHF | 99.37% | 99.37% |
03.05.2024 | 2.47% | 0.39 CHF | 0.40 CHF | 900'000 | 300'000 | 892'352 | 297'451 | 357'098 CHF | 122'007 CHF | 99.35% | 99.35% |