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 | 1.70% | 0.52 CHF | 0.53 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 264'625 CHF | 89'708 CHF | 98.69% | 98.69% |
15.05.2024 | 1.30% | 0.78 CHF | 0.79 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 344'242 CHF | 116'247 CHF | 99.26% | 99.26% |
14.05.2024 | 1.31% | 0.75 CHF | 0.76 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 341'563 CHF | 115'354 CHF | 99.16% | 99.16% |
13.05.2024 | 1.23% | 0.81 CHF | 0.82 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 362'338 CHF | 122'279 CHF | 95.26% | 95.26% |
10.05.2024 | 1.27% | 0.80 CHF | 0.81 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 353'172 CHF | 119'224 CHF | 99.25% | 99.25% |
08.05.2024 | 1.49% | 0.66 CHF | 0.67 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 299'337 CHF | 101'279 CHF | 99.18% | 99.18% |
07.05.2024 | 1.69% | 0.64 CHF | 0.65 CHF | 450'000 | 150'000 | 474'793 | 158'264 | 277'733 CHF | 94'160 CHF | 99.09% | 99.09% |
06.05.2024 | 1.65% | 0.61 CHF | 0.62 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 270'332 CHF | 91'611 CHF | 99.09% | 99.09% |
03.05.2024 | 1.78% | 0.57 CHF | 0.58 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 250'642 CHF | 85'047 CHF | 99.15% | 99.15% |
02.05.2024 | 1.85% | 0.54 CHF | 0.55 CHF | 450'000 | 150'000 | 530'425 | 176'808 | 283'806 CHF | 96'370 CHF | 98.82% | 98.82% |