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 | 1.52% | 0.67 CHF | 0.68 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 294'286 CHF | 99'595 CHF | 98.82% | 98.82% |
15.05.2024 | 1.59% | 0.63 CHF | 0.64 CHF | 450'000 | 150'000 | 473'221 | 157'740 | 295'866 CHF | 100'199 CHF | 98.93% | 98.93% |
14.05.2024 | 1.48% | 0.65 CHF | 0.66 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 301'397 CHF | 101'966 CHF | 98.61% | 98.61% |
13.05.2024 | 1.44% | 0.68 CHF | 0.69 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 310'876 CHF | 105'125 CHF | 95.13% | 95.13% |
10.05.2024 | 1.49% | 0.70 CHF | 0.71 CHF | 450'000 | 150'000 | 468'292 | 156'097 | 311'788 CHF | 105'490 CHF | 98.80% | 98.80% |
08.05.2024 | 1.58% | 0.65 CHF | 0.66 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 377'498 CHF | 127'833 CHF | 98.78% | 98.78% |
07.05.2024 | 1.60% | 0.61 CHF | 0.62 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 372'907 CHF | 126'302 CHF | 99.15% | 99.15% |
06.05.2024 | 1.52% | 0.65 CHF | 0.66 CHF | 600'000 | 200'000 | 582'001 | 194'000 | 380'097 CHF | 128'639 CHF | 99.10% | 99.10% |
03.05.2024 | 1.43% | 0.68 CHF | 0.69 CHF | 450'000 | 150'000 | 464'658 | 154'886 | 321'439 CHF | 108'695 CHF | 99.08% | 99.08% |
02.05.2024 | 1.41% | 0.70 CHF | 0.71 CHF | 600'000 | 200'000 | 516'292 | 172'097 | 361'894 CHF | 122'352 CHF | 98.87% | 98.87% |