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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 1.64% | 0.63 CHF | 0.64 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 362'342 CHF | 122'781 CHF | 99.15% | 99.15% |
14.05.2024 | 1.67% | 0.60 CHF | 0.61 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 355'937 CHF | 120'646 CHF | 99.36% | 99.36% |
13.05.2024 | 1.77% | 0.56 CHF | 0.57 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 335'571 CHF | 113'857 CHF | 98.84% | 98.84% |
10.05.2024 | 1.73% | 0.59 CHF | 0.60 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 343'433 CHF | 116'478 CHF | 99.36% | 99.36% |
08.05.2024 | 1.77% | 0.55 CHF | 0.56 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 335'305 CHF | 113'768 CHF | 99.37% | 99.37% |
07.05.2024 | 1.87% | 0.54 CHF | 0.55 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 317'876 CHF | 107'959 CHF | 99.37% | 99.37% |
06.05.2024 | 2.00% | 0.51 CHF | 0.52 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 296'718 CHF | 100'906 CHF | 99.36% | 99.36% |
03.05.2024 | 2.03% | 0.49 CHF | 0.50 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 292'221 CHF | 99'407 CHF | 99.13% | 99.13% |
02.05.2024 | 2.07% | 0.47 CHF | 0.48 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 286'574 CHF | 97'525 CHF | 99.35% | 99.35% |
30.04.2024 | 1.86% | 0.53 CHF | 0.54 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 320'367 CHF | 108'789 CHF | 99.23% | 99.23% |