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 | 1.29% | 0.77 CHF | 0.78 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 347'756 CHF | 117'419 CHF | 97.16% | 97.16% |
15.05.2024 | 1.38% | 0.74 CHF | 0.75 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 323'579 CHF | 109'360 CHF | 99.06% | 99.06% |
14.05.2024 | 1.37% | 0.70 CHF | 0.71 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 325'324 CHF | 109'941 CHF | 96.89% | 96.89% |
13.05.2024 | 1.40% | 0.71 CHF | 0.72 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 318'521 CHF | 107'674 CHF | 93.11% | 93.11% |
10.05.2024 | 1.34% | 0.73 CHF | 0.74 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 333'444 CHF | 112'648 CHF | 98.72% | 98.72% |
08.05.2024 | 1.58% | 0.65 CHF | 0.66 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 282'699 CHF | 95'733 CHF | 96.75% | 96.75% |
07.05.2024 | 1.69% | 0.62 CHF | 0.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 263'671 CHF | 89'390 CHF | 97.00% | 97.00% |
06.05.2024 | 1.82% | 0.53 CHF | 0.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 244'652 CHF | 83'051 CHF | 90.34% | 90.34% |
03.05.2024 | 1.92% | 0.53 CHF | 0.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 232'726 CHF | 79'076 CHF | 95.05% | 95.05% |
02.05.2024 | 1.94% | 0.49 CHF | 0.50 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 230'165 CHF | 78'222 CHF | 98.09% | 98.09% |