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 | 1.12% | 0.88 CHF | 0.89 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 400'666 CHF | 135'055 CHF | 98.97% | 98.97% |
15.05.2024 | 1.12% | 0.87 CHF | 0.88 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 400'369 CHF | 134'956 CHF | 98.41% | 98.41% |
14.05.2024 | 1.16% | 0.88 CHF | 0.89 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 384'584 CHF | 129'695 CHF | 99.34% | 99.34% |
13.05.2024 | 1.09% | 0.91 CHF | 0.92 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 410'024 CHF | 138'175 CHF | 98.63% | 98.63% |
10.05.2024 | 1.09% | 0.91 CHF | 0.92 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 411'290 CHF | 138'597 CHF | 97.39% | 97.39% |
08.05.2024 | 1.17% | 0.85 CHF | 0.86 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 381'458 CHF | 128'653 CHF | 99.24% | 99.24% |
07.05.2024 | 1.30% | 0.77 CHF | 0.78 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 343'349 CHF | 115'950 CHF | 99.57% | 99.57% |
06.05.2024 | 1.42% | 0.71 CHF | 0.72 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 314'205 CHF | 106'235 CHF | 99.58% | 99.58% |
03.05.2024 | 1.58% | 0.61 CHF | 0.62 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 283'084 CHF | 95'861 CHF | 98.32% | 98.32% |
02.05.2024 | 1.38% | 0.70 CHF | 0.71 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 323'139 CHF | 109'213 CHF | 99.60% | 99.60% |