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 | 1.76% | 0.55 CHF | 0.56 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 126'599 CHF | 42'950 CHF | 98.49% | 98.49% |
15.05.2024 | 1.77% | 0.56 CHF | 0.57 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 125'999 CHF | 42'750 CHF | 98.31% | 98.31% |
14.05.2024 | 1.73% | 0.54 CHF | 0.55 CHF | 225'000 | 75'000 | 225'000 | 74'982 | 129'341 CHF | 43'854 CHF | 99.35% | 99.35% |
13.05.2024 | 1.64% | 0.57 CHF | 0.58 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 136'171 CHF | 46'140 CHF | 98.92% | 98.92% |
10.05.2024 | 1.56% | 0.62 CHF | 0.63 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 143'570 CHF | 48'607 CHF | 99.23% | 99.23% |
08.05.2024 | 1.39% | 0.65 CHF | 0.66 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 162'445 CHF | 54'898 CHF | 98.61% | 98.61% |
07.05.2024 | 1.01% | 0.96 CHF | 0.97 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 221'657 CHF | 74'636 CHF | 94.71% | 94.71% |
06.05.2024 | 0.96% | 1.02 CHF | 1.03 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 234'577 CHF | 78'942 CHF | 99.37% | 99.37% |
03.05.2024 | 1.07% | 0.97 CHF | 0.98 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 208'951 CHF | 70'400 CHF | 99.27% | 99.27% |
02.05.2024 | 1.07% | 0.93 CHF | 0.94 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 208'704 CHF | 70'318 CHF | 99.36% | 99.36% |