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 | 4.07% | 0.23 CHF | 0.24 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 108'538 CHF | 37'680 CHF | 99.27% | 99.27% |
15.05.2024 | 4.28% | 0.24 CHF | 0.25 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 102'896 CHF | 35'799 CHF | 98.64% | 98.64% |
14.05.2024 | 5.92% | 0.15 CHF | 0.16 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 73'963 CHF | 26'154 CHF | 99.27% | 99.27% |
13.05.2024 | 5.35% | 0.18 CHF | 0.19 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 81'929 CHF | 28'810 CHF | 98.75% | 98.75% |
10.05.2024 | 4.74% | 0.21 CHF | 0.22 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 92'919 CHF | 32'473 CHF | 96.03% | 96.03% |
08.05.2024 | 6.39% | 0.17 CHF | 0.18 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 68'238 CHF | 24'246 CHF | 99.27% | 99.27% |
07.05.2024 | 6.79% | 0.16 CHF | 0.17 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 64'093 CHF | 22'864 CHF | 99.27% | 99.27% |
06.05.2024 | 6.61% | 0.14 CHF | 0.15 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 65'936 CHF | 23'479 CHF | 99.27% | 99.27% |
03.05.2024 | 6.96% | 0.14 CHF | 0.15 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 62'465 CHF | 22'322 CHF | 99.11% | 99.11% |
02.05.2024 | 6.91% | 0.13 CHF | 0.14 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 62'943 CHF | 22'481 CHF | 99.24% | 99.24% |