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 | 1.09% | 0.92 CHF | 0.93 CHF | 450'000 | 150'000 | 480'324 | 160'108 | 438'408 CHF | 147'737 CHF | 99.35% | 99.35% |
15.05.2024 | 1.15% | 0.86 CHF | 0.87 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 517'455 CHF | 174'485 CHF | 99.12% | 99.12% |
14.05.2024 | 1.20% | 0.86 CHF | 0.87 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 496'553 CHF | 167'518 CHF | 99.36% | 99.36% |
13.05.2024 | 1.22% | 0.82 CHF | 0.83 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 488'496 CHF | 164'832 CHF | 98.90% | 98.90% |
10.05.2024 | 1.25% | 0.80 CHF | 0.81 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 476'761 CHF | 160'920 CHF | 99.36% | 99.36% |
08.05.2024 | 1.31% | 0.78 CHF | 0.79 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 454'801 CHF | 153'600 CHF | 99.36% | 99.36% |
07.05.2024 | 1.39% | 0.73 CHF | 0.74 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 429'736 CHF | 145'245 CHF | 99.36% | 99.36% |
06.05.2024 | 1.45% | 0.67 CHF | 0.68 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 410'661 CHF | 138'887 CHF | 99.37% | 99.37% |
03.05.2024 | 1.53% | 0.66 CHF | 0.67 CHF | 600'000 | 200'000 | 599'964 | 200'000 | 389'447 CHF | 131'823 CHF | 99.18% | 99.18% |
02.05.2024 | 1.57% | 0.62 CHF | 0.63 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 379'283 CHF | 128'428 CHF | 99.29% | 99.29% |