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 | 1.62% | 0.58 CHF | 0.59 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 275'752 CHF | 62'278 CHF | 99.38% | 99.38% |
15.05.2024 | 1.69% | 0.59 CHF | 0.60 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 264'579 CHF | 59'795 CHF | 99.38% | 99.38% |
14.05.2024 | 1.61% | 0.59 CHF | 0.60 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 277'703 CHF | 62'712 CHF | 99.36% | 99.36% |
13.05.2024 | 1.57% | 0.61 CHF | 0.62 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 285'393 CHF | 64'421 CHF | 98.78% | 98.78% |
10.05.2024 | 1.50% | 0.65 CHF | 0.66 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 297'437 CHF | 67'097 CHF | 99.36% | 99.36% |
08.05.2024 | 1.49% | 0.66 CHF | 0.67 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 298'944 CHF | 67'432 CHF | 99.38% | 99.38% |
07.05.2024 | 1.50% | 0.67 CHF | 0.68 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 298'499 CHF | 67'333 CHF | 98.15% | 98.15% |
06.05.2024 | 1.48% | 0.67 CHF | 0.68 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 302'613 CHF | 68'247 CHF | 99.38% | 99.38% |
03.05.2024 | 1.46% | 0.66 CHF | 0.67 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 305'500 CHF | 68'889 CHF | 99.34% | 99.34% |
02.05.2024 | 1.62% | 0.61 CHF | 0.62 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 275'777 CHF | 62'284 CHF | 99.36% | 99.36% |