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 | 1.57% | 0.61 CHF | 0.62 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 283'695 CHF | 96'065 CHF | 98.50% | 98.50% |
15.05.2024 | 1.49% | 0.68 CHF | 0.69 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 299'847 CHF | 101'449 CHF | 98.33% | 98.33% |
14.05.2024 | 1.53% | 0.69 CHF | 0.70 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 292'291 CHF | 98'931 CHF | 99.38% | 99.38% |
13.05.2024 | 1.58% | 0.64 CHF | 0.65 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 283'428 CHF | 95'976 CHF | 98.93% | 98.93% |
10.05.2024 | 1.74% | 0.61 CHF | 0.62 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 256'231 CHF | 86'911 CHF | 99.38% | 99.38% |
08.05.2024 | 2.04% | 0.48 CHF | 0.49 CHF | 450'000 | 150'000 | 449'982 | 150'000 | 218'290 CHF | 74'267 CHF | 99.36% | 99.36% |
07.05.2024 | 2.49% | 0.42 CHF | 0.43 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 178'920 CHF | 61'140 CHF | 94.66% | 94.66% |
06.05.2024 | 2.73% | 0.34 CHF | 0.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 162'874 CHF | 55'791 CHF | 99.38% | 99.38% |
03.05.2024 | 2.70% | 0.33 CHF | 0.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 164'932 CHF | 56'477 CHF | 99.36% | 99.36% |
02.05.2024 | 2.48% | 0.39 CHF | 0.40 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 179'415 CHF | 61'305 CHF | 99.37% | 99.37% |