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 | 2.73% | 0.36 CHF | 0.37 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 162'474 CHF | 55'658 CHF | 99.36% | 99.36% |
15.05.2024 | 2.83% | 0.34 CHF | 0.35 CHF | 450'000 | 150'000 | 450'000 | 149'993 | 156'865 CHF | 53'786 CHF | 99.12% | 99.12% |
14.05.2024 | 2.71% | 0.36 CHF | 0.37 CHF | 450'000 | 150'000 | 450'000 | 149'998 | 163'601 CHF | 56'033 CHF | 99.37% | 99.37% |
13.05.2024 | 2.51% | 0.38 CHF | 0.39 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 177'281 CHF | 60'594 CHF | 98.90% | 98.90% |
10.05.2024 | 2.80% | 0.38 CHF | 0.39 CHF | 450'000 | 150'000 | 449'995 | 150'000 | 158'469 CHF | 54'324 CHF | 99.36% | 99.36% |
08.05.2024 | 2.88% | 0.33 CHF | 0.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 154'313 CHF | 52'938 CHF | 99.36% | 99.36% |
07.05.2024 | 2.81% | 0.35 CHF | 0.36 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 157'974 CHF | 54'158 CHF | 99.36% | 99.36% |
06.05.2024 | 3.00% | 0.32 CHF | 0.33 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 147'678 CHF | 50'726 CHF | 99.36% | 99.36% |
03.05.2024 | 2.97% | 0.34 CHF | 0.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 149'261 CHF | 51'254 CHF | 99.17% | 99.17% |
02.05.2024 | 3.03% | 0.33 CHF | 0.34 CHF | 450'000 | 150'000 | 449'992 | 150'000 | 146'273 CHF | 50'259 CHF | 98.76% | 98.76% |