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 | 1.25% | 0.79 CHF | 0.80 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 358'116 CHF | 120'872 CHF | 99.27% | 99.27% |
15.05.2024 | 1.11% | 0.85 CHF | 0.86 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 404'478 CHF | 136'326 CHF | 99.39% | 99.39% |
14.05.2024 | 1.07% | 0.91 CHF | 0.92 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 417'505 CHF | 140'668 CHF | 98.84% | 98.84% |
13.05.2024 | 1.08% | 0.93 CHF | 0.94 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 415'758 CHF | 140'086 CHF | 99.40% | 99.40% |
10.05.2024 | 1.05% | 0.92 CHF | 0.93 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 424'956 CHF | 143'152 CHF | 99.38% | 99.38% |
08.05.2024 | 1.20% | 0.84 CHF | 0.85 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 371'348 CHF | 125'283 CHF | 99.34% | 99.34% |
07.05.2024 | 1.19% | 0.83 CHF | 0.84 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 376'554 CHF | 127'018 CHF | 99.37% | 99.37% |
06.05.2024 | 1.18% | 0.85 CHF | 0.86 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 377'778 CHF | 127'426 CHF | 99.41% | 99.41% |
03.05.2024 | 1.23% | 0.78 CHF | 0.79 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 363'818 CHF | 122'773 CHF | 99.30% | 99.30% |
02.05.2024 | 1.21% | 0.84 CHF | 0.85 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 369'378 CHF | 124'626 CHF | 99.39% | 99.39% |