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 | 1.28% | 0.79 CHF | 0.80 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 350'714 CHF | 118'405 CHF | 99.27% | 99.27% |
15.05.2024 | 1.28% | 0.79 CHF | 0.80 CHF | 450'000 | 150'000 | 449'999 | 150'000 | 348'512 CHF | 117'671 CHF | 99.12% | 99.12% |
14.05.2024 | 1.36% | 0.75 CHF | 0.76 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 327'782 CHF | 110'761 CHF | 99.27% | 99.27% |
13.05.2024 | 1.38% | 0.73 CHF | 0.74 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 324'493 CHF | 109'664 CHF | 98.75% | 98.75% |
10.05.2024 | 1.43% | 0.70 CHF | 0.71 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 312'667 CHF | 105'722 CHF | 99.27% | 99.27% |
08.05.2024 | 1.45% | 0.70 CHF | 0.71 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 307'806 CHF | 104'102 CHF | 99.27% | 99.27% |
07.05.2024 | 1.72% | 0.61 CHF | 0.62 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 260'443 CHF | 88'314 CHF | 99.27% | 99.27% |
06.05.2024 | 1.78% | 0.55 CHF | 0.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 251'013 CHF | 85'171 CHF | 99.27% | 99.27% |
03.05.2024 | 1.82% | 0.56 CHF | 0.57 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 245'704 CHF | 83'401 CHF | 99.11% | 99.11% |
02.05.2024 | 1.80% | 0.53 CHF | 0.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 247'408 CHF | 83'969 CHF | 99.24% | 99.24% |