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 | 1.79% | 0.59 CHF | 0.60 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 333'746 CHF | 113'249 CHF | 98.71% | 98.71% |
15.05.2024 | 2.04% | 0.56 CHF | 0.57 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 293'886 CHF | 99'962 CHF | 98.69% | 98.69% |
14.05.2024 | 1.69% | 0.59 CHF | 0.60 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 351'561 CHF | 119'187 CHF | 98.80% | 98.80% |
13.05.2024 | 1.78% | 0.55 CHF | 0.56 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 334'873 CHF | 113'624 CHF | 93.41% | 93.41% |
10.05.2024 | 1.75% | 0.54 CHF | 0.55 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 339'297 CHF | 115'099 CHF | 98.80% | 98.80% |
08.05.2024 | 1.94% | 0.50 CHF | 0.51 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 306'591 CHF | 104'197 CHF | 98.72% | 98.72% |
07.05.2024 | 1.81% | 0.53 CHF | 0.54 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 329'149 CHF | 111'716 CHF | 98.72% | 98.72% |
06.05.2024 | 1.70% | 0.60 CHF | 0.61 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 350'688 CHF | 118'896 CHF | 98.79% | 98.79% |
03.05.2024 | 1.84% | 0.53 CHF | 0.54 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 322'517 CHF | 109'506 CHF | 98.71% | 98.71% |
02.05.2024 | 1.93% | 0.55 CHF | 0.56 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 308'499 CHF | 104'833 CHF | 98.78% | 98.78% |