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 | 4.44% | 0.21 CHF | 0.22 CHF | 450'000 | 150'000 | 455'693 | 151'898 | 100'825 CHF | 35'127 CHF | 99.31% | 99.31% |
15.05.2024 | 3.12% | 0.28 CHF | 0.29 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 143'215 CHF | 49'238 CHF | 99.40% | 99.40% |
14.05.2024 | 2.90% | 0.32 CHF | 0.33 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 153'129 CHF | 52'543 CHF | 98.91% | 98.91% |
13.05.2024 | 2.86% | 0.35 CHF | 0.36 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 154'935 CHF | 53'145 CHF | 99.38% | 99.38% |
10.05.2024 | 2.75% | 0.34 CHF | 0.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 161'611 CHF | 55'370 CHF | 99.38% | 99.38% |
08.05.2024 | 3.84% | 0.27 CHF | 0.28 CHF | 450'000 | 150'000 | 450'457 | 150'168 | 115'250 CHF | 39'922 CHF | 99.38% | 99.38% |
07.05.2024 | 3.67% | 0.26 CHF | 0.27 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 120'268 CHF | 41'589 CHF | 99.37% | 99.37% |
06.05.2024 | 3.60% | 0.28 CHF | 0.29 CHF | 450'000 | 150'000 | 461'363 | 153'788 | 125'858 CHF | 43'491 CHF | 99.38% | 99.38% |
03.05.2024 | 3.92% | 0.22 CHF | 0.23 CHF | 600'000 | 200'000 | 595'371 | 198'457 | 149'435 CHF | 51'796 CHF | 99.35% | 99.35% |
02.05.2024 | 3.75% | 0.28 CHF | 0.29 CHF | 450'000 | 150'000 | 525'794 | 175'265 | 137'196 CHF | 47'485 CHF | 99.35% | 99.35% |