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 | 1.73% | 0.57 CHF | 0.58 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 257'996 CHF | 87'499 CHF | 99.26% | 99.26% |
15.05.2024 | 1.51% | 0.62 CHF | 0.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 296'433 CHF | 100'311 CHF | 99.39% | 99.39% |
14.05.2024 | 1.45% | 0.67 CHF | 0.68 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 307'750 CHF | 104'083 CHF | 98.93% | 98.93% |
13.05.2024 | 1.46% | 0.69 CHF | 0.70 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 306'530 CHF | 103'677 CHF | 99.39% | 99.39% |
10.05.2024 | 1.42% | 0.68 CHF | 0.69 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 314'598 CHF | 106'366 CHF | 99.38% | 99.38% |
08.05.2024 | 1.66% | 0.61 CHF | 0.62 CHF | 450'000 | 150'000 | 455'834 | 151'945 | 273'048 CHF | 92'535 CHF | 99.36% | 99.36% |
07.05.2024 | 1.63% | 0.60 CHF | 0.61 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 274'353 CHF | 92'951 CHF | 99.38% | 99.38% |
06.05.2024 | 1.62% | 0.62 CHF | 0.63 CHF | 450'000 | 150'000 | 456'176 | 152'059 | 279'842 CHF | 94'801 CHF | 99.38% | 99.38% |
03.05.2024 | 1.68% | 0.56 CHF | 0.57 CHF | 600'000 | 200'000 | 589'869 | 196'623 | 349'233 CHF | 118'377 CHF | 99.30% | 99.30% |
02.05.2024 | 1.64% | 0.62 CHF | 0.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 271'789 CHF | 92'096 CHF | 99.33% | 99.33% |