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 | 2.54% | 0.38 CHF | 0.39 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 174'639 CHF | 59'713 CHF | 98.47% | 98.47% |
15.05.2024 | 2.51% | 0.40 CHF | 0.41 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 177'058 CHF | 60'519 CHF | 98.32% | 98.32% |
14.05.2024 | 2.57% | 0.39 CHF | 0.40 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 172'924 CHF | 59'142 CHF | 99.36% | 99.36% |
13.05.2024 | 2.53% | 0.38 CHF | 0.39 CHF | 450'000 | 150'000 | 434'055 | 144'685 | 168'931 CHF | 57'757 CHF | 98.93% | 98.93% |
10.05.2024 | 2.51% | 0.39 CHF | 0.40 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 177'362 CHF | 60'621 CHF | 99.36% | 99.36% |
08.05.2024 | 2.66% | 0.37 CHF | 0.38 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 166'899 CHF | 57'133 CHF | 99.01% | 99.01% |
07.05.2024 | 2.90% | 0.37 CHF | 0.38 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 153'255 CHF | 52'585 CHF | 94.73% | 94.73% |
06.05.2024 | 3.13% | 0.31 CHF | 0.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 141'566 CHF | 48'689 CHF | 99.37% | 99.37% |
03.05.2024 | 3.35% | 0.31 CHF | 0.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 132'415 CHF | 45'638 CHF | 99.36% | 99.36% |
02.05.2024 | 3.75% | 0.27 CHF | 0.28 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 117'713 CHF | 40'738 CHF | 99.36% | 99.36% |