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 | 1.21% | 0.79 CHF | 0.80 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 371'411 CHF | 125'304 CHF | 98.20% | 98.20% |
15.05.2024 | 1.14% | 0.87 CHF | 0.88 CHF | 450'000 | 150'000 | 449'615 | 149'872 | 392'993 CHF | 132'496 CHF | 97.81% | 97.81% |
14.05.2024 | 1.19% | 0.83 CHF | 0.84 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 374'815 CHF | 126'438 CHF | 98.94% | 98.94% |
13.05.2024 | 1.20% | 0.83 CHF | 0.84 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 371'914 CHF | 125'471 CHF | 90.60% | 90.60% |
10.05.2024 | 1.18% | 0.83 CHF | 0.84 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 380'448 CHF | 128'316 CHF | 97.16% | 97.16% |
08.05.2024 | 1.29% | 0.76 CHF | 0.77 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 345'413 CHF | 116'638 CHF | 93.17% | 93.17% |
07.05.2024 | 1.29% | 0.78 CHF | 0.79 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 347'910 CHF | 117'470 CHF | 95.18% | 95.18% |
06.05.2024 | 1.26% | 0.79 CHF | 0.80 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 354'733 CHF | 119'744 CHF | 92.67% | 92.67% |
03.05.2024 | 1.27% | 0.77 CHF | 0.78 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 351'972 CHF | 118'824 CHF | 94.89% | 94.89% |
02.05.2024 | 1.27% | 0.78 CHF | 0.79 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 353'136 CHF | 119'212 CHF | 95.42% | 95.42% |