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 | 1.91% | 0.51 CHF | 0.52 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 233'844 CHF | 79'448 CHF | 99.33% | 99.33% |
15.05.2024 | 1.59% | 0.58 CHF | 0.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 281'354 CHF | 95'285 CHF | 99.37% | 99.37% |
14.05.2024 | 1.52% | 0.64 CHF | 0.65 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 294'726 CHF | 99'742 CHF | 98.89% | 98.89% |
13.05.2024 | 1.52% | 0.66 CHF | 0.67 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 293'172 CHF | 99'224 CHF | 99.39% | 99.39% |
10.05.2024 | 1.48% | 0.65 CHF | 0.66 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 302'505 CHF | 102'335 CHF | 99.38% | 99.38% |
08.05.2024 | 1.80% | 0.56 CHF | 0.57 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 247'671 CHF | 84'057 CHF | 99.35% | 99.35% |
07.05.2024 | 1.76% | 0.55 CHF | 0.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 252'783 CHF | 85'761 CHF | 99.37% | 99.37% |
06.05.2024 | 1.75% | 0.57 CHF | 0.58 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 254'837 CHF | 86'446 CHF | 99.39% | 99.39% |
03.05.2024 | 1.86% | 0.50 CHF | 0.51 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 240'026 CHF | 81'509 CHF | 99.28% | 99.28% |
02.05.2024 | 1.82% | 0.56 CHF | 0.57 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 245'326 CHF | 83'275 CHF | 99.40% | 99.40% |