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 | 1.27% | 0.75 CHF | 0.76 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 235'107 CHF | 79'369 CHF | 98.49% | 98.49% |
15.05.2024 | 1.17% | 0.86 CHF | 0.87 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 254'037 CHF | 85'679 CHF | 98.31% | 98.31% |
14.05.2024 | 1.22% | 0.87 CHF | 0.88 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 245'512 CHF | 82'837 CHF | 99.35% | 99.35% |
13.05.2024 | 1.27% | 0.79 CHF | 0.80 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 234'969 CHF | 79'323 CHF | 98.92% | 98.92% |
10.05.2024 | 1.44% | 0.74 CHF | 0.75 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 207'117 CHF | 70'039 CHF | 99.38% | 99.38% |
08.05.2024 | 1.75% | 0.57 CHF | 0.58 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 170'446 CHF | 57'815 CHF | 99.36% | 99.36% |
07.05.2024 | 2.27% | 0.50 CHF | 0.51 CHF | 300'000 | 100'000 | 317'577 | 105'859 | 138'339 CHF | 47'172 CHF | 94.72% | 94.72% |
06.05.2024 | 2.64% | 0.33 CHF | 0.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 168'981 CHF | 57'827 CHF | 99.36% | 99.36% |
03.05.2024 | 2.59% | 0.33 CHF | 0.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 172'127 CHF | 58'876 CHF | 99.34% | 99.34% |
02.05.2024 | 2.30% | 0.42 CHF | 0.43 CHF | 450'000 | 150'000 | 435'819 | 145'273 | 187'400 CHF | 63'919 CHF | 99.36% | 99.36% |