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 | 376'189 CHF | 126'896 CHF | 99.59% | 99.59% |
16.05.2024 | 1.22% | 0.82 CHF | 0.83 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 367'125 CHF | 123'875 CHF | 99.70% | 99.70% |
15.05.2024 | 1.20% | 0.83 CHF | 0.84 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 371'973 CHF | 125'491 CHF | 99.70% | 99.70% |
14.05.2024 | 1.23% | 0.83 CHF | 0.84 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 363'157 CHF | 122'552 CHF | 99.58% | 99.58% |
13.05.2024 | 1.22% | 0.81 CHF | 0.82 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 366'944 CHF | 123'815 CHF | 98.99% | 98.99% |
10.05.2024 | 1.25% | 0.79 CHF | 0.80 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 358'842 CHF | 121'114 CHF | 99.36% | 99.36% |
08.05.2024 | 1.39% | 0.72 CHF | 0.73 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 322'480 CHF | 108'993 CHF | 99.59% | 99.59% |
07.05.2024 | 1.42% | 0.72 CHF | 0.73 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 315'220 CHF | 106'573 CHF | 99.58% | 99.58% |
06.05.2024 | 1.55% | 0.65 CHF | 0.66 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 288'578 CHF | 97'693 CHF | 99.59% | 99.59% |
03.05.2024 | 1.56% | 0.63 CHF | 0.64 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 285'353 CHF | 96'618 CHF | 99.72% | 99.72% |