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 | 1.12% | 0.89 CHF | 0.90 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 399'995 CHF | 134'832 CHF | 98.84% | 98.84% |
15.05.2024 | 1.09% | 0.92 CHF | 0.93 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 412'282 CHF | 138'927 CHF | 99.17% | 99.17% |
14.05.2024 | 1.11% | 0.90 CHF | 0.91 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 403'102 CHF | 135'867 CHF | 99.37% | 99.37% |
13.05.2024 | 1.24% | 0.79 CHF | 0.80 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 360'968 CHF | 121'823 CHF | 98.16% | 98.16% |
10.05.2024 | 1.33% | 0.75 CHF | 0.76 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 337'083 CHF | 113'861 CHF | 98.99% | 98.99% |
08.05.2024 | 1.50% | 0.66 CHF | 0.67 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 297'054 CHF | 100'518 CHF | 98.73% | 98.73% |
07.05.2024 | 1.56% | 0.65 CHF | 0.66 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 285'701 CHF | 96'734 CHF | 99.37% | 99.37% |
06.05.2024 | 1.68% | 0.60 CHF | 0.61 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 265'414 CHF | 89'971 CHF | 99.37% | 99.37% |
03.05.2024 | 1.45% | 0.63 CHF | 0.64 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 315'798 CHF | 106'766 CHF | 99.11% | 99.11% |
02.05.2024 | 1.33% | 0.75 CHF | 0.76 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 335'769 CHF | 113'423 CHF | 99.07% | 99.07% |