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 | 1.73% | 0.58 CHF | 0.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 257'354 CHF | 87'285 CHF | 98.49% | 98.49% |
15.05.2024 | 1.81% | 0.57 CHF | 0.58 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 246'711 CHF | 83'737 CHF | 98.31% | 98.31% |
14.05.2024 | 1.77% | 0.55 CHF | 0.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 252'444 CHF | 85'648 CHF | 99.36% | 99.36% |
13.05.2024 | 1.76% | 0.57 CHF | 0.58 CHF | 450'000 | 150'000 | 450'000 | 149'926 | 254'158 CHF | 86'176 CHF | 98.93% | 98.93% |
10.05.2024 | 1.76% | 0.60 CHF | 0.61 CHF | 450'000 | 150'000 | 449'912 | 149'929 | 253'446 CHF | 85'960 CHF | 99.37% | 99.37% |
08.05.2024 | 1.91% | 0.52 CHF | 0.53 CHF | 450'000 | 150'000 | 449'921 | 150'000 | 233'650 CHF | 79'397 CHF | 99.36% | 99.36% |
07.05.2024 | 2.08% | 0.44 CHF | 0.45 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 214'153 CHF | 72'884 CHF | 94.71% | 94.71% |
06.05.2024 | 2.03% | 0.49 CHF | 0.50 CHF | 450'000 | 150'000 | 450'000 | 149'911 | 219'847 CHF | 74'738 CHF | 99.36% | 99.36% |
03.05.2024 | 2.03% | 0.49 CHF | 0.50 CHF | 450'000 | 150'000 | 449'939 | 149'942 | 219'367 CHF | 74'605 CHF | 99.36% | 99.36% |
02.05.2024 | 2.05% | 0.47 CHF | 0.48 CHF | 450'000 | 150'000 | 449'931 | 150'000 | 217'360 CHF | 73'965 CHF | 99.37% | 99.37% |