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 | 2.42% | 0.40 CHF | 0.41 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 184'035 CHF | 62'845 CHF | 98.48% | 98.48% |
15.05.2024 | 2.52% | 0.40 CHF | 0.41 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 176'302 CHF | 60'268 CHF | 98.33% | 98.33% |
14.05.2024 | 2.52% | 0.39 CHF | 0.40 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 176'334 CHF | 60'278 CHF | 99.35% | 99.35% |
13.05.2024 | 2.60% | 0.38 CHF | 0.39 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 170'996 CHF | 58'499 CHF | 98.93% | 98.93% |
10.05.2024 | 2.50% | 0.38 CHF | 0.39 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 177'783 CHF | 60'761 CHF | 99.36% | 99.36% |
08.05.2024 | 2.70% | 0.37 CHF | 0.38 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 164'519 CHF | 56'340 CHF | 99.35% | 99.35% |
07.05.2024 | 2.76% | 0.36 CHF | 0.37 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 160'999 CHF | 55'166 CHF | 94.67% | 94.67% |
06.05.2024 | 2.77% | 0.35 CHF | 0.36 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 160'400 CHF | 54'967 CHF | 99.36% | 99.36% |
03.05.2024 | 2.80% | 0.36 CHF | 0.37 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 158'782 CHF | 54'427 CHF | 99.37% | 99.37% |
02.05.2024 | 2.97% | 0.33 CHF | 0.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 149'226 CHF | 51'242 CHF | 99.37% | 99.37% |