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 | 2.23% | 0.46 CHF | 0.47 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 199'562 CHF | 68'021 CHF | 99.27% | 99.27% |
15.05.2024 | 2.30% | 0.44 CHF | 0.45 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 193'254 CHF | 65'918 CHF | 99.18% | 99.18% |
14.05.2024 | 2.30% | 0.40 CHF | 0.41 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 193'127 CHF | 65'876 CHF | 98.63% | 98.63% |
13.05.2024 | 2.18% | 0.44 CHF | 0.45 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 203'979 CHF | 69'493 CHF | 99.40% | 99.40% |
10.05.2024 | 2.23% | 0.45 CHF | 0.46 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 199'713 CHF | 68'071 CHF | 99.38% | 99.38% |
08.05.2024 | 2.29% | 0.43 CHF | 0.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 194'462 CHF | 66'321 CHF | 99.39% | 99.39% |
07.05.2024 | 2.39% | 0.42 CHF | 0.43 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 186'051 CHF | 63'517 CHF | 99.40% | 99.40% |
06.05.2024 | 2.40% | 0.39 CHF | 0.40 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 185'020 CHF | 63'173 CHF | 97.85% | 97.85% |
03.05.2024 | 2.52% | 0.37 CHF | 0.38 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 176'726 CHF | 60'409 CHF | 99.11% | 99.11% |
02.05.2024 | 2.52% | 0.40 CHF | 0.41 CHF | 450'000 | 150'000 | 450'256 | 150'085 | 176'616 CHF | 60'373 CHF | 99.38% | 99.38% |