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 | 2.49% | 0.37 CHF | 0.38 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 178'969 CHF | 61'156 CHF | 98.20% | 98.20% |
15.05.2024 | 2.26% | 0.44 CHF | 0.45 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 197'256 CHF | 67'252 CHF | 97.79% | 97.79% |
14.05.2024 | 2.42% | 0.41 CHF | 0.42 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 183'544 CHF | 62'681 CHF | 98.89% | 98.89% |
13.05.2024 | 2.45% | 0.41 CHF | 0.42 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 181'490 CHF | 61'997 CHF | 90.56% | 90.56% |
10.05.2024 | 2.35% | 0.41 CHF | 0.42 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 189'408 CHF | 64'636 CHF | 97.15% | 97.15% |
08.05.2024 | 2.74% | 0.36 CHF | 0.37 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 161'851 CHF | 55'450 CHF | 93.15% | 93.15% |
07.05.2024 | 2.71% | 0.37 CHF | 0.38 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 164'121 CHF | 56'207 CHF | 95.19% | 95.19% |
06.05.2024 | 2.61% | 0.38 CHF | 0.39 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 170'400 CHF | 58'300 CHF | 92.77% | 92.77% |
03.05.2024 | 2.62% | 0.37 CHF | 0.38 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 169'494 CHF | 57'998 CHF | 94.87% | 94.87% |
02.05.2024 | 2.58% | 0.38 CHF | 0.39 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 172'115 CHF | 58'872 CHF | 95.43% | 95.43% |