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 | 2.01% | 0.47 CHF | 0.48 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 221'520 CHF | 75'340 CHF | 98.13% | 98.13% |
15.05.2024 | 1.86% | 0.53 CHF | 0.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 240'228 CHF | 81'576 CHF | 98.01% | 98.01% |
14.05.2024 | 1.95% | 0.51 CHF | 0.52 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 227'997 CHF | 77'499 CHF | 98.92% | 98.92% |
13.05.2024 | 1.97% | 0.51 CHF | 0.52 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 225'851 CHF | 76'784 CHF | 90.57% | 90.57% |
10.05.2024 | 1.91% | 0.51 CHF | 0.52 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 232'891 CHF | 79'130 CHF | 97.18% | 97.18% |
08.05.2024 | 2.15% | 0.46 CHF | 0.47 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 207'517 CHF | 70'672 CHF | 93.17% | 93.17% |
07.05.2024 | 2.13% | 0.47 CHF | 0.48 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 209'184 CHF | 71'228 CHF | 95.21% | 95.21% |
06.05.2024 | 2.07% | 0.48 CHF | 0.49 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 215'186 CHF | 73'229 CHF | 92.74% | 92.74% |
03.05.2024 | 2.08% | 0.47 CHF | 0.48 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 214'169 CHF | 72'890 CHF | 94.89% | 94.89% |
02.05.2024 | 2.05% | 0.48 CHF | 0.49 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 216'844 CHF | 73'782 CHF | 95.41% | 95.41% |