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 | 5.22% | 0.18 CHF | 0.19 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 84'120 CHF | 29'540 CHF | 98.49% | 98.49% |
15.05.2024 | 5.23% | 0.19 CHF | 0.20 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 84'107 CHF | 29'536 CHF | 98.32% | 98.32% |
14.05.2024 | 4.99% | 0.18 CHF | 0.19 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 88'853 CHF | 31'118 CHF | 99.36% | 99.36% |
13.05.2024 | 4.64% | 0.19 CHF | 0.20 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 95'210 CHF | 33'237 CHF | 98.93% | 98.93% |
10.05.2024 | 4.35% | 0.22 CHF | 0.23 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 101'555 CHF | 35'352 CHF | 99.23% | 99.23% |
08.05.2024 | 3.59% | 0.24 CHF | 0.25 CHF | 450'000 | 150'000 | 381'810 | 127'270 | 104'212 CHF | 36'010 CHF | 98.61% | 98.61% |
07.05.2024 | 2.18% | 0.43 CHF | 0.44 CHF | 300'000 | 100'000 | 298'230 | 99'410 | 136'058 CHF | 46'347 CHF | 94.71% | 94.71% |
06.05.2024 | 1.99% | 0.49 CHF | 0.50 CHF | 300'000 | 100'000 | 276'335 | 92'112 | 137'502 CHF | 46'755 CHF | 99.36% | 99.36% |
03.05.2024 | 2.32% | 0.45 CHF | 0.46 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 128'408 CHF | 43'803 CHF | 99.27% | 99.27% |
02.05.2024 | 2.31% | 0.43 CHF | 0.44 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 128'608 CHF | 43'869 CHF | 99.36% | 99.36% |