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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 1.63% | 0.64 CHF | 0.65 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 274'029 CHF | 92'843 CHF | 93.41% | 93.41% |
14.05.2024 | 1.84% | 0.55 CHF | 0.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 241'888 CHF | 82'129 CHF | 85.61% | 85.61% |
13.05.2024 | 1.88% | 0.51 CHF | 0.52 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 237'425 CHF | 80'642 CHF | 76.68% | 76.68% |
10.05.2024 | 1.95% | 0.50 CHF | 0.51 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 229'089 CHF | 77'863 CHF | 84.58% | 84.58% |
08.05.2024 | 2.03% | 0.48 CHF | 0.49 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 219'283 CHF | 74'594 CHF | 85.40% | 85.40% |
07.05.2024 | 2.01% | 0.50 CHF | 0.51 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 222'052 CHF | 75'517 CHF | 95.20% | 95.20% |
06.05.2024 | 1.85% | 0.53 CHF | 0.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 241'030 CHF | 81'844 CHF | 81.57% | 81.57% |
03.05.2024 | 1.87% | 0.53 CHF | 0.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 237'965 CHF | 80'822 CHF | 97.06% | 97.06% |
02.05.2024 | 1.87% | 0.53 CHF | 0.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 238'211 CHF | 80'904 CHF | 97.98% | 97.98% |
30.04.2024 | 1.59% | 0.56 CHF | 0.57 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 280'987 CHF | 95'163 CHF | 95.20% | 95.20% |