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 | 1.84% | 0.53 CHF | 0.54 CHF | 450'000 | 50'000 | 450'000 | 50'000 | 242'470 CHF | 27'441 CHF | 99.27% | 99.27% |
15.05.2024 | 1.91% | 0.54 CHF | 0.55 CHF | 450'000 | 50'000 | 450'000 | 50'000 | 233'020 CHF | 26'391 CHF | 98.64% | 98.64% |
14.05.2024 | 2.34% | 0.41 CHF | 0.42 CHF | 450'000 | 50'000 | 450'000 | 50'000 | 190'560 CHF | 21'673 CHF | 99.27% | 99.27% |
13.05.2024 | 2.21% | 0.45 CHF | 0.46 CHF | 450'000 | 50'000 | 450'000 | 50'000 | 201'533 CHF | 22'893 CHF | 98.75% | 98.75% |
10.05.2024 | 2.07% | 0.49 CHF | 0.50 CHF | 450'000 | 50'000 | 450'000 | 50'000 | 215'153 CHF | 24'406 CHF | 96.03% | 96.03% |
08.05.2024 | 2.51% | 0.42 CHF | 0.43 CHF | 450'000 | 50'000 | 450'000 | 50'000 | 176'903 CHF | 20'156 CHF | 99.27% | 99.27% |
07.05.2024 | 2.62% | 0.40 CHF | 0.41 CHF | 450'000 | 50'000 | 450'000 | 50'000 | 169'543 CHF | 19'338 CHF | 99.27% | 99.27% |
06.05.2024 | 2.57% | 0.38 CHF | 0.39 CHF | 450'000 | 50'000 | 450'000 | 50'000 | 172'973 CHF | 19'719 CHF | 99.27% | 99.27% |
03.05.2024 | 2.66% | 0.38 CHF | 0.39 CHF | 450'000 | 50'000 | 450'000 | 50'000 | 166'970 CHF | 19'052 CHF | 99.11% | 99.11% |
02.05.2024 | 2.65% | 0.36 CHF | 0.37 CHF | 450'000 | 50'000 | 450'000 | 50'000 | 167'679 CHF | 19'131 CHF | 99.24% | 99.24% |