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 | 2.38% | 0.41 CHF | 0.42 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 186'811 CHF | 63'770 CHF | 99.27% | 99.27% |
15.05.2024 | 2.42% | 0.42 CHF | 0.43 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 183'391 CHF | 62'630 CHF | 98.64% | 98.64% |
14.05.2024 | 2.96% | 0.32 CHF | 0.33 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 149'637 CHF | 51'379 CHF | 99.27% | 99.27% |
13.05.2024 | 2.80% | 0.35 CHF | 0.36 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 158'517 CHF | 54'339 CHF | 98.75% | 98.75% |
10.05.2024 | 2.62% | 0.39 CHF | 0.40 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 169'946 CHF | 58'149 CHF | 96.03% | 96.03% |
08.05.2024 | 3.19% | 0.33 CHF | 0.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 138'733 CHF | 47'745 CHF | 99.27% | 99.27% |
07.05.2024 | 3.34% | 0.31 CHF | 0.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 132'754 CHF | 45'752 CHF | 99.27% | 99.27% |
06.05.2024 | 3.26% | 0.30 CHF | 0.31 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 135'643 CHF | 46'714 CHF | 99.27% | 99.27% |
03.05.2024 | 3.40% | 0.30 CHF | 0.31 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 130'096 CHF | 44'865 CHF | 99.11% | 99.11% |
02.05.2024 | 3.42% | 0.28 CHF | 0.29 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 129'572 CHF | 44'691 CHF | 99.24% | 99.24% |