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 | 1.35% | 0.75 CHF | 0.76 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 331'377 CHF | 111'959 CHF | 99.36% | 99.36% |
15.05.2024 | 1.42% | 0.72 CHF | 0.73 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 314'235 CHF | 106'245 CHF | 99.38% | 99.38% |
14.05.2024 | 1.58% | 0.62 CHF | 0.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 282'267 CHF | 95'589 CHF | 99.37% | 99.37% |
13.05.2024 | 1.66% | 0.62 CHF | 0.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 270'183 CHF | 91'561 CHF | 98.80% | 98.80% |
10.05.2024 | 2.10% | 0.49 CHF | 0.50 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 213'051 CHF | 72'517 CHF | 99.37% | 99.37% |
08.05.2024 | 2.96% | 0.32 CHF | 0.33 CHF | 600'000 | 200'000 | 596'188 | 198'729 | 198'820 CHF | 68'261 CHF | 99.37% | 99.37% |
07.05.2024 | 3.76% | 0.25 CHF | 0.26 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 156'891 CHF | 54'297 CHF | 98.15% | 98.15% |
06.05.2024 | 3.32% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 177'603 CHF | 61'201 CHF | 99.38% | 99.38% |
03.05.2024 | 3.32% | 0.28 CHF | 0.29 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 177'853 CHF | 61'284 CHF | 99.35% | 99.35% |
02.05.2024 | 3.50% | 0.27 CHF | 0.28 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 168'528 CHF | 58'176 CHF | 99.35% | 99.35% |