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 | 1.75% | 0.57 CHF | 0.58 CHF | 600'000 | 200'000 | 606'184 | 202'061 | 343'244 CHF | 116'435 CHF | 99.37% | 99.37% |
15.05.2024 | 1.83% | 0.55 CHF | 0.56 CHF | 750'000 | 250'000 | 742'404 | 247'468 | 402'009 CHF | 136'478 CHF | 99.38% | 99.38% |
14.05.2024 | 1.98% | 0.50 CHF | 0.51 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 374'811 CHF | 127'437 CHF | 99.36% | 99.36% |
13.05.2024 | 2.08% | 0.49 CHF | 0.50 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 357'349 CHF | 121'616 CHF | 98.79% | 98.79% |
10.05.2024 | 2.46% | 0.41 CHF | 0.42 CHF | 750'000 | 250'000 | 756'558 | 252'186 | 303'788 CHF | 103'785 CHF | 99.36% | 99.36% |
08.05.2024 | 3.05% | 0.32 CHF | 0.33 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 290'515 CHF | 99'838 CHF | 99.37% | 99.37% |
07.05.2024 | 3.57% | 0.28 CHF | 0.29 CHF | 900'000 | 300'000 | 910'889 | 310'889 | 250'816 CHF | 88'605 CHF | 98.15% | 98.15% |
06.05.2024 | 3.31% | 0.31 CHF | 0.32 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 267'211 CHF | 92'070 CHF | 99.38% | 99.38% |
03.05.2024 | 3.29% | 0.29 CHF | 0.30 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 269'200 CHF | 92'733 CHF | 99.35% | 99.35% |
02.05.2024 | 3.40% | 0.28 CHF | 0.29 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 260'499 CHF | 89'833 CHF | 99.36% | 99.36% |