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 | 1.53% | 0.67 CHF | 0.66 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 291'803 CHF | 98'768 CHF | 77.68% | 99.34% |
15.05.2024 | 1.56% | 0.64 CHF | 0.65 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 286'564 CHF | 97'022 CHF | 99.57% | 99.57% |
14.05.2024 | 1.56% | 0.61 CHF | 0.62 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 286'960 CHF | 97'153 CHF | 98.64% | 98.64% |
13.05.2024 | 1.50% | 0.65 CHF | 0.66 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 298'241 CHF | 100'914 CHF | 99.40% | 99.40% |
10.05.2024 | 1.52% | 0.66 CHF | 0.67 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 293'544 CHF | 99'348 CHF | 99.39% | 99.39% |
08.05.2024 | 1.56% | 0.64 CHF | 0.65 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 287'021 CHF | 97'174 CHF | 99.38% | 99.38% |
07.05.2024 | 1.61% | 0.63 CHF | 0.64 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 277'165 CHF | 93'888 CHF | 99.35% | 99.35% |
06.05.2024 | 1.61% | 0.60 CHF | 0.61 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 277'105 CHF | 93'868 CHF | 97.85% | 97.85% |
03.05.2024 | 1.66% | 0.58 CHF | 0.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 269'748 CHF | 91'416 CHF | 99.32% | 99.32% |
02.05.2024 | 1.65% | 0.61 CHF | 0.62 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 270'467 CHF | 91'656 CHF | 99.35% | 99.35% |