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 | 1.58% | 0.64 CHF | 0.65 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 94'385 CHF | 31'962 CHF | 98.47% | 98.47% |
15.05.2024 | 1.62% | 0.63 CHF | 0.64 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 91'654 CHF | 31'051 CHF | 98.33% | 98.33% |
14.05.2024 | 1.64% | 0.61 CHF | 0.62 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 90'564 CHF | 30'688 CHF | 99.36% | 99.36% |
13.05.2024 | 1.64% | 0.59 CHF | 0.60 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 90'522 CHF | 30'674 CHF | 98.93% | 98.93% |
10.05.2024 | 1.63% | 0.60 CHF | 0.61 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 91'521 CHF | 31'007 CHF | 99.38% | 99.38% |
08.05.2024 | 1.65% | 0.61 CHF | 0.62 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 90'098 CHF | 30'533 CHF | 99.37% | 99.37% |
07.05.2024 | 1.69% | 0.60 CHF | 0.61 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 88'189 CHF | 29'896 CHF | 94.72% | 94.72% |
06.05.2024 | 1.78% | 0.56 CHF | 0.57 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 83'433 CHF | 28'311 CHF | 99.37% | 99.37% |
03.05.2024 | 1.75% | 0.57 CHF | 0.58 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 84'925 CHF | 28'808 CHF | 99.36% | 99.36% |
02.05.2024 | 1.65% | 0.58 CHF | 0.59 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 90'397 CHF | 30'632 CHF | 99.37% | 99.37% |