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 | 1.21% | 0.81 CHF | 0.82 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 370'134 CHF | 124'878 CHF | 99.58% | 99.58% |
15.05.2024 | 1.34% | 0.76 CHF | 0.77 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 334'875 CHF | 113'125 CHF | 99.52% | 99.52% |
14.05.2024 | 1.34% | 0.71 CHF | 0.72 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 334'827 CHF | 113'109 CHF | 99.58% | 99.58% |
13.05.2024 | 1.25% | 0.78 CHF | 0.79 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 358'158 CHF | 120'886 CHF | 98.91% | 98.91% |
10.05.2024 | 1.23% | 0.83 CHF | 0.84 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 364'020 CHF | 122'840 CHF | 99.53% | 99.53% |
08.05.2024 | 1.32% | 0.75 CHF | 0.76 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 339'758 CHF | 114'753 CHF | 99.55% | 99.55% |
07.05.2024 | 1.28% | 0.78 CHF | 0.79 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 349'255 CHF | 117'918 CHF | 99.57% | 99.57% |
06.05.2024 | 1.37% | 0.75 CHF | 0.76 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 327'361 CHF | 110'620 CHF | 99.57% | 99.57% |
03.05.2024 | 1.50% | 0.70 CHF | 0.71 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 297'770 CHF | 100'757 CHF | 99.40% | 99.40% |
02.05.2024 | 1.58% | 0.61 CHF | 0.62 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 282'952 CHF | 95'817 CHF | 99.55% | 99.55% |