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 | 1.82% | 0.55 CHF | 0.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 244'412 CHF | 82'971 CHF | 99.36% | 99.36% |
15.05.2024 | 1.92% | 0.53 CHF | 0.54 CHF | 450'000 | 150'000 | 453'872 | 151'291 | 233'536 CHF | 79'358 CHF | 99.38% | 99.38% |
14.05.2024 | 2.17% | 0.46 CHF | 0.47 CHF | 600'000 | 200'000 | 599'961 | 199'987 | 274'020 CHF | 93'340 CHF | 99.36% | 99.36% |
13.05.2024 | 2.30% | 0.45 CHF | 0.46 CHF | 600'000 | 200'000 | 599'578 | 199'859 | 259'379 CHF | 88'458 CHF | 98.80% | 98.80% |
10.05.2024 | 3.01% | 0.34 CHF | 0.35 CHF | 600'000 | 200'000 | 604'460 | 201'487 | 198'920 CHF | 68'321 CHF | 99.36% | 99.36% |
08.05.2024 | 4.35% | 0.22 CHF | 0.23 CHF | 750'000 | 250'000 | 749'098 | 249'699 | 168'935 CHF | 58'809 CHF | 99.37% | 99.37% |
07.05.2024 | 5.77% | 0.16 CHF | 0.17 CHF | 900'000 | 300'000 | 891'667 | 297'222 | 150'421 CHF | 53'113 CHF | 98.16% | 98.16% |
06.05.2024 | 5.01% | 0.21 CHF | 0.22 CHF | 750'000 | 250'000 | 758'549 | 252'850 | 147'503 CHF | 51'696 CHF | 99.38% | 99.38% |
03.05.2024 | 5.00% | 0.18 CHF | 0.19 CHF | 900'000 | 300'000 | 760'775 | 253'592 | 148'301 CHF | 51'970 CHF | 99.35% | 99.35% |
02.05.2024 | 5.26% | 0.18 CHF | 0.19 CHF | 900'000 | 300'000 | 863'809 | 287'936 | 159'865 CHF | 56'168 CHF | 99.35% | 99.35% |