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 | 1.95% | 0.50 CHF | 0.51 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 229'065 CHF | 77'855 CHF | 99.31% | 99.31% |
15.05.2024 | 1.65% | 0.56 CHF | 0.57 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 270'330 CHF | 91'610 CHF | 99.39% | 99.39% |
14.05.2024 | 1.57% | 0.62 CHF | 0.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 284'735 CHF | 96'412 CHF | 98.87% | 98.87% |
13.05.2024 | 1.58% | 0.64 CHF | 0.65 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 283'427 CHF | 95'976 CHF | 99.42% | 99.42% |
10.05.2024 | 1.54% | 0.63 CHF | 0.64 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 290'312 CHF | 98'271 CHF | 99.39% | 99.39% |
08.05.2024 | 1.85% | 0.55 CHF | 0.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 241'681 CHF | 82'061 CHF | 99.37% | 99.37% |
07.05.2024 | 1.81% | 0.54 CHF | 0.55 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 246'865 CHF | 83'788 CHF | 99.42% | 99.42% |
06.05.2024 | 1.79% | 0.56 CHF | 0.57 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 248'958 CHF | 84'486 CHF | 99.36% | 99.36% |
03.05.2024 | 1.87% | 0.50 CHF | 0.51 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 238'007 CHF | 80'836 CHF | 99.20% | 99.20% |
02.05.2024 | 1.82% | 0.56 CHF | 0.57 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 245'448 CHF | 83'316 CHF | 99.33% | 99.33% |