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 | 450'000 | 150'000 | 452'935 | 150'978 | 431'001 CHF | 145'177 CHF | 99.37% | 99.37% |
15.05.2024 | 1.08% | 0.94 CHF | 0.95 CHF | 600'000 | 200'000 | 589'664 | 196'555 | 543'426 CHF | 183'107 CHF | 99.53% | 99.53% |
14.05.2024 | 1.15% | 0.87 CHF | 0.88 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 518'063 CHF | 174'688 CHF | 99.36% | 99.36% |
13.05.2024 | 1.19% | 0.85 CHF | 0.86 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 500'959 CHF | 168'986 CHF | 98.79% | 98.79% |
10.05.2024 | 1.36% | 0.74 CHF | 0.75 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 438'747 CHF | 148'249 CHF | 99.36% | 99.36% |
08.05.2024 | 1.62% | 0.61 CHF | 0.62 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 368'469 CHF | 124'823 CHF | 99.37% | 99.37% |
07.05.2024 | 1.85% | 0.54 CHF | 0.55 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 322'039 CHF | 109'346 CHF | 98.16% | 98.16% |
06.05.2024 | 1.75% | 0.58 CHF | 0.59 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 340'534 CHF | 115'512 CHF | 99.38% | 99.38% |
03.05.2024 | 1.74% | 0.55 CHF | 0.56 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 341'065 CHF | 115'688 CHF | 99.35% | 99.35% |
02.05.2024 | 1.79% | 0.54 CHF | 0.55 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 331'455 CHF | 112'485 CHF | 99.35% | 99.35% |