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 | 1.61% | 0.66 CHF | 0.67 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 92'876 CHF | 94'376 CHF | 99.56% | 99.56% |
15.05.2024 | 1.66% | 0.59 CHF | 0.60 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 89'787 CHF | 91'287 CHF | 95.74% | 95.74% |
14.05.2024 | 1.85% | 0.59 CHF | 0.60 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 80'617 CHF | 82'117 CHF | 99.52% | 99.52% |
13.05.2024 | 1.73% | 0.56 CHF | 0.57 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 85'939 CHF | 87'439 CHF | 99.56% | 99.56% |
10.05.2024 | 1.66% | 0.61 CHF | 0.62 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 89'587 CHF | 91'087 CHF | 98.20% | 98.20% |
08.05.2024 | 1.51% | 0.66 CHF | 0.67 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 98'439 CHF | 99'939 CHF | 99.53% | 99.53% |
07.05.2024 | 1.47% | 0.64 CHF | 0.65 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 101'078 CHF | 102'578 CHF | 99.50% | 99.50% |
06.05.2024 | 1.45% | 0.70 CHF | 0.71 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 102'881 CHF | 104'381 CHF | 99.56% | 99.56% |
03.05.2024 | 1.43% | 0.69 CHF | 0.70 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 104'117 CHF | 105'617 CHF | 99.44% | 99.44% |
02.05.2024 | 1.52% | 0.68 CHF | 0.69 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 97'924 CHF | 99'424 CHF | 99.51% | 99.51% |