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 | 2.67% | 0.34 CHF | 0.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 166'496 CHF | 56'999 CHF | 99.36% | 99.36% |
15.05.2024 | 2.89% | 0.35 CHF | 0.36 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 153'391 CHF | 52'630 CHF | 99.12% | 99.12% |
14.05.2024 | 3.05% | 0.32 CHF | 0.33 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 145'624 CHF | 50'041 CHF | 99.36% | 99.36% |
13.05.2024 | 2.81% | 0.35 CHF | 0.36 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 157'832 CHF | 54'111 CHF | 98.90% | 98.90% |
10.05.2024 | 2.76% | 0.34 CHF | 0.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 161'233 CHF | 55'244 CHF | 99.36% | 99.36% |
08.05.2024 | 2.67% | 0.42 CHF | 0.43 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 168'389 CHF | 57'630 CHF | 99.36% | 99.36% |
07.05.2024 | 3.34% | 0.28 CHF | 0.29 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 132'391 CHF | 45'630 CHF | 99.38% | 99.38% |
06.05.2024 | 2.82% | 0.31 CHF | 0.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 158'204 CHF | 54'235 CHF | 99.36% | 99.36% |
03.05.2024 | 2.49% | 0.40 CHF | 0.41 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 178'839 CHF | 61'113 CHF | 99.18% | 99.18% |
02.05.2024 | 2.40% | 0.43 CHF | 0.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 185'643 CHF | 63'381 CHF | 99.28% | 99.28% |