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 | 1.40% | 0.72 CHF | 0.73 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 106'515 CHF | 36'005 CHF | 98.48% | 98.48% |
15.05.2024 | 1.44% | 0.71 CHF | 0.72 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 103'128 CHF | 34'876 CHF | 98.33% | 98.33% |
14.05.2024 | 1.47% | 0.69 CHF | 0.70 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 101'038 CHF | 34'179 CHF | 99.36% | 99.36% |
13.05.2024 | 1.47% | 0.66 CHF | 0.67 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 101'142 CHF | 34'214 CHF | 98.93% | 98.93% |
10.05.2024 | 1.45% | 0.67 CHF | 0.68 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 102'601 CHF | 34'700 CHF | 99.38% | 99.38% |
08.05.2024 | 1.48% | 0.68 CHF | 0.69 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 100'731 CHF | 34'077 CHF | 99.37% | 99.37% |
07.05.2024 | 1.52% | 0.67 CHF | 0.68 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 98'224 CHF | 33'241 CHF | 94.71% | 94.71% |
06.05.2024 | 1.61% | 0.62 CHF | 0.63 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 92'222 CHF | 31'241 CHF | 99.37% | 99.37% |
03.05.2024 | 1.58% | 0.63 CHF | 0.64 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 93'905 CHF | 31'802 CHF | 99.35% | 99.35% |
02.05.2024 | 1.48% | 0.65 CHF | 0.66 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 100'699 CHF | 34'066 CHF | 99.28% | 99.28% |