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 | 3.30% | 0.30 CHF | 0.31 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 134'038 CHF | 46'179 CHF | 99.29% | 99.29% |
15.05.2024 | 3.43% | 0.31 CHF | 0.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 128'971 CHF | 44'490 CHF | 98.25% | 98.25% |
14.05.2024 | 3.29% | 0.30 CHF | 0.31 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 134'551 CHF | 46'350 CHF | 96.11% | 96.11% |
13.05.2024 | 3.10% | 0.32 CHF | 0.33 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 143'187 CHF | 49'229 CHF | 94.90% | 94.90% |
10.05.2024 | 3.56% | 0.28 CHF | 0.29 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 124'116 CHF | 42'872 CHF | 99.58% | 99.58% |
08.05.2024 | 4.19% | 0.23 CHF | 0.24 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 105'324 CHF | 36'608 CHF | 99.28% | 99.28% |
07.05.2024 | 4.81% | 0.23 CHF | 0.24 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 91'441 CHF | 31'980 CHF | 98.41% | 98.41% |
06.05.2024 | 5.34% | 0.16 CHF | 0.17 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 82'264 CHF | 28'921 CHF | 96.86% | 96.86% |
03.05.2024 | 4.76% | 0.20 CHF | 0.21 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 92'274 CHF | 32'258 CHF | 98.90% | 98.90% |
02.05.2024 | 4.91% | 0.21 CHF | 0.22 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 89'425 CHF | 31'308 CHF | 99.28% | 99.28% |