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 | 1.22% | 0.83 CHF | 0.84 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 365'345 CHF | 123'282 CHF | 98.93% | 98.93% |
16.05.2024 | 1.23% | 0.80 CHF | 0.81 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 363'425 CHF | 122'642 CHF | 99.02% | 99.02% |
15.05.2024 | 1.23% | 0.78 CHF | 0.79 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 363'369 CHF | 122'623 CHF | 98.42% | 98.42% |
14.05.2024 | 1.29% | 0.80 CHF | 0.81 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 347'026 CHF | 117'175 CHF | 99.33% | 99.33% |
13.05.2024 | 1.20% | 0.83 CHF | 0.84 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 373'445 CHF | 125'982 CHF | 98.57% | 98.57% |
10.05.2024 | 1.19% | 0.83 CHF | 0.84 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 374'550 CHF | 126'350 CHF | 97.09% | 97.09% |
08.05.2024 | 1.30% | 0.77 CHF | 0.78 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 345'173 CHF | 116'558 CHF | 99.36% | 99.36% |
07.05.2024 | 1.46% | 0.69 CHF | 0.70 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 306'282 CHF | 103'594 CHF | 99.58% | 99.58% |
06.05.2024 | 1.61% | 0.63 CHF | 0.64 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 277'131 CHF | 93'877 CHF | 99.54% | 99.54% |
03.05.2024 | 1.82% | 0.52 CHF | 0.53 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 245'832 CHF | 83'444 CHF | 98.57% | 98.57% |