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 | 1.05% | 0.93 CHF | 0.94 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 424'886 CHF | 143'129 CHF | 98.07% | 98.07% |
15.05.2024 | 1.15% | 0.90 CHF | 0.91 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 388'623 CHF | 131'041 CHF | 95.30% | 95.30% |
14.05.2024 | 1.15% | 0.88 CHF | 0.89 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 387'824 CHF | 130'775 CHF | 97.37% | 97.37% |
13.05.2024 | 1.18% | 0.84 CHF | 0.85 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 378'635 CHF | 127'712 CHF | 93.28% | 93.28% |
10.05.2024 | 1.12% | 0.88 CHF | 0.89 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 398'772 CHF | 134'424 CHF | 96.56% | 96.56% |
08.05.2024 | 1.21% | 0.84 CHF | 0.85 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 369'358 CHF | 124'619 CHF | 98.49% | 98.49% |
07.05.2024 | 1.39% | 0.74 CHF | 0.75 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 321'675 CHF | 108'725 CHF | 97.53% | 97.53% |
06.05.2024 | 1.34% | 0.74 CHF | 0.75 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 333'915 CHF | 112'805 CHF | 98.30% | 98.30% |
03.05.2024 | 1.49% | 0.71 CHF | 0.72 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 304'217 CHF | 102'906 CHF | 97.88% | 97.88% |
02.05.2024 | 2.02% | 0.48 CHF | 0.49 CHF | 450'000 | 150'000 | 484'695 | 161'565 | 237'567 CHF | 80'805 CHF | 97.44% | 97.44% |