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 | 1.14% | 0.86 CHF | 0.87 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 394'096 CHF | 132'865 CHF | 98.47% | 98.47% |
15.05.2024 | 1.22% | 0.85 CHF | 0.86 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 367'723 CHF | 124'074 CHF | 98.33% | 98.33% |
14.05.2024 | 1.25% | 0.82 CHF | 0.83 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 358'366 CHF | 120'955 CHF | 99.36% | 99.36% |
13.05.2024 | 1.25% | 0.79 CHF | 0.80 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 357'082 CHF | 120'527 CHF | 98.93% | 98.93% |
10.05.2024 | 1.23% | 0.79 CHF | 0.80 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 362'633 CHF | 122'378 CHF | 99.38% | 99.38% |
08.05.2024 | 1.29% | 0.78 CHF | 0.79 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 346'804 CHF | 117'101 CHF | 99.36% | 99.36% |
07.05.2024 | 1.38% | 0.75 CHF | 0.76 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 324'501 CHF | 109'667 CHF | 94.65% | 94.65% |
06.05.2024 | 1.39% | 0.72 CHF | 0.73 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 320'753 CHF | 108'418 CHF | 99.36% | 99.36% |
03.05.2024 | 1.51% | 0.68 CHF | 0.69 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 296'226 CHF | 100'242 CHF | 99.35% | 99.35% |
02.05.2024 | 1.60% | 0.62 CHF | 0.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 278'327 CHF | 94'276 CHF | 99.37% | 99.37% |