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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 1.68% | 0.60 CHF | 0.61 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 265'208 CHF | 89'903 CHF | 99.58% | 99.58% |
16.05.2024 | 1.73% | 0.57 CHF | 0.58 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 257'349 CHF | 87'283 CHF | 99.75% | 99.75% |
15.05.2024 | 1.70% | 0.58 CHF | 0.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 262'179 CHF | 88'893 CHF | 99.70% | 99.70% |
14.05.2024 | 1.77% | 0.59 CHF | 0.60 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 252'600 CHF | 85'700 CHF | 99.62% | 99.62% |
13.05.2024 | 1.74% | 0.57 CHF | 0.58 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 256'841 CHF | 87'114 CHF | 99.08% | 99.08% |
10.05.2024 | 1.79% | 0.55 CHF | 0.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 249'135 CHF | 84'545 CHF | 99.71% | 99.71% |
08.05.2024 | 2.09% | 0.48 CHF | 0.49 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 212'902 CHF | 72'467 CHF | 99.57% | 99.57% |
07.05.2024 | 2.17% | 0.48 CHF | 0.49 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 205'106 CHF | 69'869 CHF | 99.59% | 99.59% |
06.05.2024 | 2.48% | 0.41 CHF | 0.42 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 179'243 CHF | 61'248 CHF | 99.59% | 99.59% |
03.05.2024 | 2.52% | 0.38 CHF | 0.39 CHF | 600'000 | 200'000 | 598'701 | 199'567 | 234'326 CHF | 80'105 CHF | 99.71% | 99.71% |