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 | 2.10% | 0.53 CHF | 0.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 212'991 CHF | 72'497 CHF | 98.93% | 98.93% |
15.05.2024 | 1.99% | 0.45 CHF | 0.46 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 224'211 CHF | 76'237 CHF | 98.81% | 98.81% |
14.05.2024 | 1.87% | 0.53 CHF | 0.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 238'998 CHF | 81'166 CHF | 98.92% | 98.92% |
13.05.2024 | 1.95% | 0.53 CHF | 0.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 228'703 CHF | 77'734 CHF | 93.63% | 93.63% |
10.05.2024 | 2.08% | 0.47 CHF | 0.48 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 214'536 CHF | 73'012 CHF | 98.89% | 98.89% |
08.05.2024 | 1.55% | 0.63 CHF | 0.64 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 288'626 CHF | 97'709 CHF | 98.82% | 98.82% |
07.05.2024 | 1.52% | 0.62 CHF | 0.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 297'768 CHF | 100'756 CHF | 97.92% | 97.92% |
06.05.2024 | 0.95% | 1.02 CHF | 1.03 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 469'446 CHF | 157'982 CHF | 98.84% | 98.84% |
03.05.2024 | 0.94% | 1.08 CHF | 1.09 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 475'110 CHF | 159'870 CHF | 98.85% | 98.85% |
02.05.2024 | 0.97% | 1.09 CHF | 1.10 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 463'380 CHF | 155'960 CHF | 98.94% | 98.94% |