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 | 1.05% | 0.96 CHF | 0.97 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 569'863 CHF | 191'954 CHF | 99.37% | 99.37% |
15.05.2024 | 1.08% | 0.93 CHF | 0.94 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 551'199 CHF | 185'733 CHF | 99.53% | 99.53% |
14.05.2024 | 1.15% | 0.87 CHF | 0.88 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 517'856 CHF | 174'619 CHF | 99.36% | 99.36% |
13.05.2024 | 1.20% | 0.85 CHF | 0.86 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 499'595 CHF | 168'532 CHF | 98.79% | 98.79% |
10.05.2024 | 1.36% | 0.74 CHF | 0.75 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 439'390 CHF | 148'463 CHF | 99.37% | 99.37% |
08.05.2024 | 1.60% | 0.61 CHF | 0.62 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 371'206 CHF | 125'735 CHF | 99.37% | 99.37% |
07.05.2024 | 1.82% | 0.55 CHF | 0.56 CHF | 600'000 | 200'000 | 607'884 | 202'628 | 331'055 CHF | 112'378 CHF | 98.16% | 98.16% |
06.05.2024 | 1.72% | 0.59 CHF | 0.60 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 345'292 CHF | 117'097 CHF | 99.38% | 99.38% |
03.05.2024 | 1.72% | 0.56 CHF | 0.57 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 345'126 CHF | 117'042 CHF | 99.35% | 99.35% |
02.05.2024 | 1.77% | 0.55 CHF | 0.56 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 336'475 CHF | 114'158 CHF | 99.36% | 99.36% |