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 | 1.19% | 0.85 CHF | 0.86 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 376'202 CHF | 126'901 CHF | 99.58% | 99.58% |
16.05.2024 | 1.22% | 0.82 CHF | 0.83 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 367'140 CHF | 123'880 CHF | 99.60% | 99.60% |
15.05.2024 | 1.20% | 0.83 CHF | 0.84 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 371'991 CHF | 125'497 CHF | 99.70% | 99.70% |
14.05.2024 | 1.23% | 0.83 CHF | 0.84 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 363'227 CHF | 122'576 CHF | 99.64% | 99.64% |
13.05.2024 | 1.22% | 0.81 CHF | 0.82 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 367'009 CHF | 123'836 CHF | 99.07% | 99.07% |
10.05.2024 | 1.25% | 0.79 CHF | 0.80 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 358'953 CHF | 121'151 CHF | 99.46% | 99.46% |
08.05.2024 | 1.39% | 0.72 CHF | 0.73 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 322'602 CHF | 109'034 CHF | 99.56% | 99.56% |
07.05.2024 | 1.42% | 0.72 CHF | 0.73 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 315'223 CHF | 106'574 CHF | 99.57% | 99.57% |
06.05.2024 | 1.55% | 0.65 CHF | 0.66 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 288'585 CHF | 97'695 CHF | 99.59% | 99.59% |
03.05.2024 | 1.57% | 0.62 CHF | 0.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 285'114 CHF | 96'538 CHF | 99.71% | 99.71% |