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 | 2.15% | 0.47 CHF | 0.48 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 230'466 CHF | 70'640 CHF | 99.17% | 99.17% |
16.05.2024 | 2.48% | 0.40 CHF | 0.41 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 199'195 CHF | 61'258 CHF | 99.36% | 99.36% |
15.05.2024 | 3.04% | 0.33 CHF | 0.34 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 162'017 CHF | 50'105 CHF | 99.12% | 99.12% |
14.05.2024 | 3.21% | 0.31 CHF | 0.32 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 153'397 CHF | 47'519 CHF | 99.37% | 99.37% |
13.05.2024 | 2.74% | 0.35 CHF | 0.36 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 180'160 CHF | 55'548 CHF | 98.90% | 98.90% |
10.05.2024 | 2.69% | 0.37 CHF | 0.38 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 183'396 CHF | 56'519 CHF | 99.36% | 99.36% |
08.05.2024 | 3.15% | 0.32 CHF | 0.33 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 156'349 CHF | 48'405 CHF | 99.36% | 99.36% |
07.05.2024 | 3.58% | 0.30 CHF | 0.31 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 137'112 CHF | 42'634 CHF | 99.37% | 99.37% |
06.05.2024 | 3.94% | 0.26 CHF | 0.27 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 124'530 CHF | 38'859 CHF | 99.37% | 99.37% |
03.05.2024 | 4.33% | 0.21 CHF | 0.22 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 113'322 CHF | 35'497 CHF | 99.18% | 99.18% |