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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 2.82% | 0.38 CHF | 0.39 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 157'570 CHF | 54'023 CHF | 98.47% | 98.47% |
16.05.2024 | 2.05% | 0.41 CHF | 0.42 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 219'616 CHF | 74'705 CHF | 98.69% | 98.69% |
15.05.2024 | 1.44% | 0.70 CHF | 0.71 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 309'336 CHF | 104'612 CHF | 99.23% | 99.23% |
14.05.2024 | 1.47% | 0.66 CHF | 0.67 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 303'116 CHF | 102'539 CHF | 99.17% | 99.17% |
13.05.2024 | 1.38% | 0.72 CHF | 0.73 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 324'966 CHF | 109'822 CHF | 95.24% | 95.24% |
10.05.2024 | 1.41% | 0.72 CHF | 0.73 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 317'376 CHF | 107'292 CHF | 99.24% | 99.24% |
08.05.2024 | 1.72% | 0.57 CHF | 0.58 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 259'563 CHF | 88'021 CHF | 99.08% | 99.08% |
07.05.2024 | 2.03% | 0.55 CHF | 0.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 221'773 CHF | 75'424 CHF | 99.09% | 99.09% |
06.05.2024 | 1.96% | 0.52 CHF | 0.53 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 227'635 CHF | 77'379 CHF | 99.07% | 99.07% |
03.05.2024 | 2.19% | 0.47 CHF | 0.48 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 204'063 CHF | 69'521 CHF | 99.09% | 99.09% |