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 | 1.19% | 0.84 CHF | 0.85 CHF | 600'000 | 200'000 | 574'738 | 191'579 | 478'798 CHF | 161'515 CHF | 99.37% | 99.37% |
15.05.2024 | 1.24% | 0.82 CHF | 0.83 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 481'437 CHF | 162'479 CHF | 99.53% | 99.53% |
14.05.2024 | 1.34% | 0.75 CHF | 0.76 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 446'071 CHF | 150'690 CHF | 99.36% | 99.36% |
13.05.2024 | 1.38% | 0.74 CHF | 0.75 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 431'805 CHF | 145'935 CHF | 98.80% | 98.80% |
10.05.2024 | 1.61% | 0.63 CHF | 0.64 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 371'201 CHF | 125'734 CHF | 99.36% | 99.36% |
08.05.2024 | 1.96% | 0.50 CHF | 0.51 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 302'676 CHF | 102'892 CHF | 99.37% | 99.37% |
07.05.2024 | 2.29% | 0.43 CHF | 0.44 CHF | 750'000 | 250'000 | 733'363 | 244'454 | 316'275 CHF | 107'870 CHF | 98.15% | 98.15% |
06.05.2024 | 2.14% | 0.48 CHF | 0.49 CHF | 600'000 | 200'000 | 609'361 | 203'120 | 281'401 CHF | 95'832 CHF | 99.38% | 99.38% |
03.05.2024 | 2.14% | 0.45 CHF | 0.46 CHF | 750'000 | 250'000 | 610'869 | 203'623 | 282'764 CHF | 96'291 CHF | 99.35% | 99.35% |
02.05.2024 | 2.20% | 0.44 CHF | 0.45 CHF | 750'000 | 250'000 | 718'857 | 239'619 | 322'955 CHF | 110'048 CHF | 99.35% | 99.35% |