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 | 1.34% | 0.75 CHF | 0.76 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 445'470 CHF | 150'490 CHF | 99.37% | 99.37% |
15.05.2024 | 1.39% | 0.73 CHF | 0.74 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 429'076 CHF | 145'025 CHF | 99.53% | 99.53% |
14.05.2024 | 1.49% | 0.67 CHF | 0.68 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 398'636 CHF | 134'879 CHF | 99.36% | 99.36% |
13.05.2024 | 1.56% | 0.65 CHF | 0.66 CHF | 600'000 | 200'000 | 599'989 | 199'989 | 382'106 CHF | 129'364 CHF | 98.79% | 98.79% |
10.05.2024 | 1.81% | 0.56 CHF | 0.57 CHF | 600'000 | 200'000 | 611'256 | 203'752 | 334'676 CHF | 113'596 CHF | 99.36% | 99.36% |
08.05.2024 | 2.20% | 0.44 CHF | 0.45 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 338'103 CHF | 115'201 CHF | 99.37% | 99.37% |
07.05.2024 | 2.54% | 0.39 CHF | 0.40 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 291'198 CHF | 99'566 CHF | 98.16% | 98.16% |
06.05.2024 | 2.38% | 0.43 CHF | 0.44 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 311'117 CHF | 106'206 CHF | 99.38% | 99.38% |
03.05.2024 | 2.38% | 0.40 CHF | 0.41 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 311'525 CHF | 106'342 CHF | 99.35% | 99.35% |
02.05.2024 | 2.45% | 0.40 CHF | 0.41 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 302'486 CHF | 103'329 CHF | 99.36% | 99.36% |