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 | 1.03% | 0.97 CHF | 0.98 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 432'664 CHF | 145'721 CHF | 99.37% | 99.37% |
15.05.2024 | 1.07% | 0.95 CHF | 0.96 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 420'096 CHF | 141'532 CHF | 99.53% | 99.53% |
14.05.2024 | 1.14% | 0.87 CHF | 0.88 CHF | 600'000 | 200'000 | 523'320 | 174'440 | 456'051 CHF | 153'761 CHF | 99.36% | 99.36% |
13.05.2024 | 1.18% | 0.86 CHF | 0.87 CHF | 600'000 | 200'000 | 575'859 | 191'955 | 486'668 CHF | 164'144 CHF | 98.79% | 98.79% |
10.05.2024 | 1.35% | 0.75 CHF | 0.76 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 443'468 CHF | 149'823 CHF | 99.36% | 99.36% |
08.05.2024 | 1.61% | 0.61 CHF | 0.62 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 369'793 CHF | 125'264 CHF | 99.37% | 99.37% |
07.05.2024 | 1.85% | 0.54 CHF | 0.55 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 321'795 CHF | 109'265 CHF | 98.16% | 98.16% |
06.05.2024 | 1.75% | 0.58 CHF | 0.59 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 340'513 CHF | 115'504 CHF | 99.37% | 99.37% |
03.05.2024 | 1.74% | 0.55 CHF | 0.56 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 341'263 CHF | 115'754 CHF | 99.35% | 99.35% |
02.05.2024 | 1.80% | 0.54 CHF | 0.55 CHF | 600'000 | 200'000 | 600'000 | 199'994 | 330'813 CHF | 112'268 CHF | 99.34% | 99.34% |