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 | 1.69% | 0.58 CHF | 0.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 264'433 CHF | 89'644 CHF | 99.58% | 99.58% |
15.05.2024 | 1.92% | 0.53 CHF | 0.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 232'066 CHF | 78'856 CHF | 99.70% | 99.70% |
14.05.2024 | 1.92% | 0.49 CHF | 0.50 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 232'488 CHF | 78'996 CHF | 99.61% | 99.61% |
13.05.2024 | 1.75% | 0.55 CHF | 0.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 254'815 CHF | 86'438 CHF | 98.92% | 98.92% |
10.05.2024 | 1.71% | 0.60 CHF | 0.61 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 260'922 CHF | 88'474 CHF | 99.54% | 99.54% |
08.05.2024 | 1.87% | 0.53 CHF | 0.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 238'862 CHF | 81'121 CHF | 99.56% | 99.56% |
07.05.2024 | 1.79% | 0.56 CHF | 0.57 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 248'797 CHF | 84'432 CHF | 99.58% | 99.58% |
06.05.2024 | 1.96% | 0.53 CHF | 0.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 227'368 CHF | 77'289 CHF | 99.58% | 99.58% |
03.05.2024 | 2.21% | 0.48 CHF | 0.49 CHF | 450'000 | 150'000 | 571'641 | 190'547 | 255'025 CHF | 86'914 CHF | 99.48% | 99.48% |
02.05.2024 | 2.36% | 0.40 CHF | 0.41 CHF | 600'000 | 200'000 | 567'997 | 189'332 | 237'683 CHF | 81'121 CHF | 99.56% | 99.56% |