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 | 2.29% | 0.42 CHF | 0.43 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 194'044 CHF | 66'182 CHF | 98.48% | 98.48% |
15.05.2024 | 2.28% | 0.44 CHF | 0.45 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 195'064 CHF | 66'522 CHF | 98.33% | 98.33% |
14.05.2024 | 2.33% | 0.43 CHF | 0.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 191'201 CHF | 65'234 CHF | 99.36% | 99.36% |
13.05.2024 | 2.30% | 0.42 CHF | 0.43 CHF | 450'000 | 150'000 | 434'055 | 144'685 | 186'902 CHF | 63'747 CHF | 98.93% | 98.93% |
10.05.2024 | 2.31% | 0.43 CHF | 0.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 192'812 CHF | 65'771 CHF | 99.36% | 99.36% |
08.05.2024 | 2.45% | 0.41 CHF | 0.42 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 181'715 CHF | 62'072 CHF | 99.01% | 99.01% |
07.05.2024 | 2.65% | 0.40 CHF | 0.41 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 167'881 CHF | 57'460 CHF | 94.74% | 94.74% |
06.05.2024 | 2.86% | 0.34 CHF | 0.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 155'067 CHF | 53'189 CHF | 99.36% | 99.36% |
03.05.2024 | 2.99% | 0.34 CHF | 0.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 148'402 CHF | 50'967 CHF | 99.37% | 99.37% |
02.05.2024 | 3.28% | 0.31 CHF | 0.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 135'058 CHF | 46'519 CHF | 99.37% | 99.37% |