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 | 3.49% | 0.25 CHF | 0.26 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 127'484 CHF | 43'995 CHF | 98.15% | 98.15% |
15.05.2024 | 3.00% | 0.32 CHF | 0.33 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 147'715 CHF | 50'738 CHF | 97.80% | 97.80% |
14.05.2024 | 3.36% | 0.29 CHF | 0.30 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 131'701 CHF | 45'400 CHF | 98.95% | 98.95% |
13.05.2024 | 3.40% | 0.29 CHF | 0.30 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 130'011 CHF | 44'837 CHF | 90.58% | 90.58% |
10.05.2024 | 3.22% | 0.29 CHF | 0.30 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 137'827 CHF | 47'442 CHF | 96.77% | 96.77% |
08.05.2024 | 4.16% | 0.23 CHF | 0.24 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 106'024 CHF | 36'841 CHF | 93.19% | 93.19% |
07.05.2024 | 4.05% | 0.25 CHF | 0.26 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 109'017 CHF | 37'839 CHF | 95.19% | 95.19% |
06.05.2024 | 3.80% | 0.26 CHF | 0.27 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 116'286 CHF | 40'262 CHF | 92.77% | 92.77% |
03.05.2024 | 3.83% | 0.25 CHF | 0.26 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 115'448 CHF | 39'983 CHF | 94.85% | 94.85% |
02.05.2024 | 3.75% | 0.26 CHF | 0.27 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 118'045 CHF | 40'848 CHF | 95.43% | 95.43% |