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 | 1.19% | 0.84 CHF | 0.85 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 377'040 CHF | 127'180 CHF | 97.15% | 97.15% |
15.05.2024 | 1.27% | 0.81 CHF | 0.82 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 353'081 CHF | 119'194 CHF | 99.08% | 99.08% |
14.05.2024 | 1.26% | 0.76 CHF | 0.77 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 355'172 CHF | 119'891 CHF | 97.38% | 97.38% |
13.05.2024 | 1.29% | 0.77 CHF | 0.78 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 347'788 CHF | 117'429 CHF | 93.11% | 93.11% |
10.05.2024 | 1.23% | 0.79 CHF | 0.80 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 363'251 CHF | 122'584 CHF | 98.73% | 98.73% |
08.05.2024 | 1.43% | 0.72 CHF | 0.73 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 313'296 CHF | 105'932 CHF | 96.73% | 96.73% |
07.05.2024 | 1.52% | 0.68 CHF | 0.69 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 294'812 CHF | 99'771 CHF | 97.09% | 97.09% |
06.05.2024 | 1.62% | 0.60 CHF | 0.61 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 276'040 CHF | 93'513 CHF | 90.41% | 90.41% |
03.05.2024 | 1.69% | 0.60 CHF | 0.61 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 264'870 CHF | 89'790 CHF | 95.18% | 95.18% |
02.05.2024 | 1.70% | 0.57 CHF | 0.58 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 262'921 CHF | 89'140 CHF | 97.80% | 97.80% |