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 | 1.50% | 0.67 CHF | 0.68 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 297'897 CHF | 100'799 CHF | 99.32% | 99.32% |
15.05.2024 | 1.53% | 0.67 CHF | 0.68 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 291'911 CHF | 98'804 CHF | 98.34% | 98.34% |
14.05.2024 | 1.50% | 0.66 CHF | 0.67 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 297'056 CHF | 100'519 CHF | 96.10% | 96.10% |
13.05.2024 | 1.46% | 0.68 CHF | 0.69 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 305'059 CHF | 103'186 CHF | 94.54% | 94.54% |
10.05.2024 | 1.56% | 0.64 CHF | 0.65 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 286'649 CHF | 97'050 CHF | 99.58% | 99.58% |
08.05.2024 | 1.65% | 0.59 CHF | 0.60 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 269'750 CHF | 91'417 CHF | 99.28% | 99.28% |
07.05.2024 | 1.75% | 0.59 CHF | 0.60 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 255'388 CHF | 86'629 CHF | 98.41% | 98.41% |
06.05.2024 | 1.81% | 0.52 CHF | 0.53 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 246'267 CHF | 83'589 CHF | 96.88% | 96.88% |
03.05.2024 | 1.74% | 0.56 CHF | 0.57 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 256'271 CHF | 86'924 CHF | 98.86% | 98.86% |
02.05.2024 | 1.76% | 0.58 CHF | 0.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 253'146 CHF | 85'882 CHF | 99.28% | 99.28% |