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 | 1.39% | 0.72 CHF | 0.73 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 320'600 CHF | 108'367 CHF | 99.37% | 99.37% |
15.05.2024 | 1.46% | 0.69 CHF | 0.70 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 305'862 CHF | 103'454 CHF | 99.38% | 99.38% |
14.05.2024 | 1.62% | 0.61 CHF | 0.62 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 275'836 CHF | 93'445 CHF | 99.36% | 99.36% |
13.05.2024 | 1.69% | 0.61 CHF | 0.62 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 264'236 CHF | 89'579 CHF | 98.79% | 98.79% |
10.05.2024 | 2.12% | 0.48 CHF | 0.49 CHF | 450'000 | 150'000 | 488'513 | 162'838 | 227'478 CHF | 77'454 CHF | 99.37% | 99.37% |
08.05.2024 | 2.89% | 0.33 CHF | 0.34 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 204'761 CHF | 70'254 CHF | 99.37% | 99.37% |
07.05.2024 | 3.71% | 0.26 CHF | 0.27 CHF | 600'000 | 200'000 | 645'371 | 215'124 | 170'473 CHF | 58'976 CHF | 98.16% | 98.16% |
06.05.2024 | 3.32% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 177'814 CHF | 61'271 CHF | 99.38% | 99.38% |
03.05.2024 | 3.31% | 0.28 CHF | 0.29 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 178'549 CHF | 61'516 CHF | 99.34% | 99.34% |
02.05.2024 | 3.47% | 0.28 CHF | 0.29 CHF | 600'000 | 200'000 | 617'182 | 205'728 | 174'479 CHF | 60'217 CHF | 99.36% | 99.36% |