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 | 1.39% | 0.73 CHF | 0.74 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 322'168 CHF | 108'889 CHF | 98.91% | 98.91% |
16.05.2024 | 1.39% | 0.70 CHF | 0.71 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 320'417 CHF | 108'306 CHF | 99.04% | 99.04% |
15.05.2024 | 1.40% | 0.68 CHF | 0.69 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 319'347 CHF | 107'949 CHF | 98.41% | 98.41% |
14.05.2024 | 1.48% | 0.70 CHF | 0.71 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 302'702 CHF | 102'401 CHF | 99.49% | 99.49% |
13.05.2024 | 1.35% | 0.74 CHF | 0.75 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 331'216 CHF | 111'905 CHF | 98.65% | 98.65% |
10.05.2024 | 1.34% | 0.73 CHF | 0.74 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 333'072 CHF | 112'524 CHF | 97.39% | 97.39% |
08.05.2024 | 1.48% | 0.67 CHF | 0.68 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 302'778 CHF | 102'426 CHF | 99.34% | 99.34% |
07.05.2024 | 1.71% | 0.59 CHF | 0.60 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 261'428 CHF | 88'643 CHF | 99.56% | 99.56% |
06.05.2024 | 1.93% | 0.53 CHF | 0.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 231'910 CHF | 78'803 CHF | 99.55% | 99.55% |
03.05.2024 | 2.24% | 0.42 CHF | 0.43 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 199'231 CHF | 67'910 CHF | 98.64% | 98.64% |