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 | 3.19% | 0.29 CHF | 0.30 CHF | 450'000 | 150'000 | 317'051 | 131'007 | 96'502 CHF | 41'586 CHF | 99.37% | 99.37% |
15.05.2024 | 3.30% | 0.30 CHF | 0.31 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 134'028 CHF | 46'176 CHF | 99.15% | 99.15% |
14.05.2024 | 3.69% | 0.27 CHF | 0.28 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 119'940 CHF | 41'480 CHF | 99.36% | 99.36% |
13.05.2024 | 3.87% | 0.26 CHF | 0.27 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 114'198 CHF | 39'566 CHF | 98.84% | 98.84% |
10.05.2024 | 3.92% | 0.25 CHF | 0.26 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 112'631 CHF | 39'044 CHF | 99.37% | 99.37% |
08.05.2024 | 3.66% | 0.26 CHF | 0.27 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 120'719 CHF | 41'740 CHF | 99.37% | 99.37% |
07.05.2024 | 3.48% | 0.28 CHF | 0.29 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 127'149 CHF | 43'883 CHF | 99.37% | 99.37% |
06.05.2024 | 3.21% | 0.30 CHF | 0.31 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 137'995 CHF | 47'498 CHF | 99.37% | 99.37% |
03.05.2024 | 3.48% | 0.29 CHF | 0.30 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 127'280 CHF | 43'927 CHF | 99.14% | 99.14% |
02.05.2024 | 3.38% | 0.28 CHF | 0.29 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 131'118 CHF | 45'206 CHF | 99.34% | 99.34% |