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 | 1.55% | 0.64 CHF | 0.65 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 287'716 CHF | 97'405 CHF | 98.84% | 98.84% |
15.05.2024 | 1.62% | 0.62 CHF | 0.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 275'077 CHF | 93'192 CHF | 99.17% | 99.17% |
14.05.2024 | 1.57% | 0.64 CHF | 0.65 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 283'819 CHF | 96'106 CHF | 99.37% | 99.37% |
13.05.2024 | 1.38% | 0.74 CHF | 0.75 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 324'790 CHF | 109'763 CHF | 98.16% | 98.16% |
10.05.2024 | 1.28% | 0.78 CHF | 0.79 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 348'949 CHF | 117'816 CHF | 98.99% | 98.99% |
08.05.2024 | 1.15% | 0.86 CHF | 0.87 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 388'760 CHF | 131'087 CHF | 98.74% | 98.74% |
07.05.2024 | 1.12% | 0.88 CHF | 0.89 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 400'260 CHF | 134'920 CHF | 99.37% | 99.37% |
06.05.2024 | 1.07% | 0.93 CHF | 0.94 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 419'343 CHF | 141'281 CHF | 99.37% | 99.37% |
03.05.2024 | 1.24% | 0.90 CHF | 0.91 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 369'546 CHF | 124'682 CHF | 99.11% | 99.11% |
02.05.2024 | 1.28% | 0.78 CHF | 0.79 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 350'763 CHF | 118'421 CHF | 99.07% | 99.07% |