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 | 1.10% | 0.90 CHF | 0.91 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 407'765 CHF | 137'422 CHF | 99.74% | 99.74% |
15.05.2024 | 1.19% | 0.85 CHF | 0.86 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 374'649 CHF | 126'383 CHF | 99.70% | 99.70% |
14.05.2024 | 1.19% | 0.81 CHF | 0.82 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 377'516 CHF | 127'339 CHF | 99.58% | 99.58% |
13.05.2024 | 1.12% | 0.87 CHF | 0.88 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 398'146 CHF | 134'215 CHF | 98.92% | 98.92% |
10.05.2024 | 1.12% | 0.91 CHF | 0.92 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 400'395 CHF | 134'965 CHF | 99.58% | 99.58% |
08.05.2024 | 1.17% | 0.84 CHF | 0.85 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 381'924 CHF | 128'808 CHF | 99.56% | 99.56% |
07.05.2024 | 1.14% | 0.87 CHF | 0.88 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 391'193 CHF | 131'898 CHF | 99.57% | 99.57% |
06.05.2024 | 1.21% | 0.85 CHF | 0.86 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 369'384 CHF | 124'628 CHF | 99.57% | 99.57% |
03.05.2024 | 1.30% | 0.80 CHF | 0.81 CHF | 450'000 | 150'000 | 551'774 | 183'925 | 420'130 CHF | 141'882 CHF | 99.49% | 99.49% |
02.05.2024 | 1.35% | 0.72 CHF | 0.73 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 329'944 CHF | 111'481 CHF | 99.58% | 99.58% |