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 | 2.58% | 0.37 CHF | 0.38 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 171'951 CHF | 58'817 CHF | 98.49% | 98.49% |
15.05.2024 | 2.99% | 0.36 CHF | 0.37 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 148'355 CHF | 50'952 CHF | 98.34% | 98.34% |
14.05.2024 | 3.16% | 0.34 CHF | 0.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 140'598 CHF | 48'366 CHF | 99.37% | 99.37% |
13.05.2024 | 3.15% | 0.31 CHF | 0.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 140'557 CHF | 48'352 CHF | 98.95% | 98.95% |
10.05.2024 | 3.04% | 0.31 CHF | 0.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 146'021 CHF | 50'174 CHF | 99.39% | 99.39% |
08.05.2024 | 3.31% | 0.31 CHF | 0.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 133'864 CHF | 46'121 CHF | 99.39% | 99.39% |
07.05.2024 | 3.79% | 0.28 CHF | 0.29 CHF | 450'000 | 150'000 | 564'944 | 188'315 | 146'060 CHF | 50'570 CHF | 94.67% | 94.67% |
06.05.2024 | 3.84% | 0.26 CHF | 0.27 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 153'311 CHF | 53'104 CHF | 99.38% | 99.38% |
03.05.2024 | 4.54% | 0.23 CHF | 0.24 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 129'757 CHF | 45'252 CHF | 99.36% | 99.36% |
02.05.2024 | 5.11% | 0.20 CHF | 0.21 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 114'562 CHF | 40'187 CHF | 99.38% | 99.38% |