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 | 1.23% | 0.81 CHF | 0.82 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 363'598 CHF | 122'699 CHF | 99.58% | 99.58% |
15.05.2024 | 1.21% | 0.82 CHF | 0.83 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 368'530 CHF | 124'343 CHF | 99.69% | 99.69% |
14.05.2024 | 1.16% | 0.82 CHF | 0.83 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 387'413 CHF | 130'638 CHF | 99.63% | 99.63% |
13.05.2024 | 1.16% | 0.87 CHF | 0.88 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 387'233 CHF | 130'578 CHF | 98.98% | 98.98% |
10.05.2024 | 1.19% | 0.87 CHF | 0.88 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 374'476 CHF | 126'325 CHF | 99.54% | 99.54% |
08.05.2024 | 1.13% | 0.88 CHF | 0.89 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 394'509 CHF | 133'003 CHF | 99.51% | 99.51% |
07.05.2024 | 1.11% | 0.87 CHF | 0.88 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 403'629 CHF | 136'043 CHF | 99.53% | 99.53% |
06.05.2024 | 0.93% | 1.04 CHF | 1.05 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 481'070 CHF | 161'857 CHF | 99.61% | 99.61% |
03.05.2024 | 0.91% | 1.13 CHF | 1.14 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 490'082 CHF | 164'861 CHF | 99.44% | 99.44% |
02.05.2024 | 0.94% | 1.04 CHF | 1.05 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 474'442 CHF | 159'647 CHF | 99.48% | 99.48% |