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 | 1.87% | 0.52 CHF | 0.53 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 238'876 CHF | 81'125 CHF | 99.27% | 99.27% |
15.05.2024 | 1.93% | 0.53 CHF | 0.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 230'569 CHF | 78'356 CHF | 98.64% | 98.64% |
14.05.2024 | 2.30% | 0.42 CHF | 0.43 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 193'807 CHF | 66'102 CHF | 99.27% | 99.27% |
13.05.2024 | 2.19% | 0.45 CHF | 0.46 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 203'080 CHF | 69'194 CHF | 98.75% | 98.75% |
10.05.2024 | 2.08% | 0.49 CHF | 0.50 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 214'709 CHF | 73'070 CHF | 96.03% | 96.03% |
08.05.2024 | 2.46% | 0.42 CHF | 0.43 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 181'080 CHF | 61'860 CHF | 99.27% | 99.27% |
07.05.2024 | 2.55% | 0.40 CHF | 0.41 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 174'315 CHF | 59'605 CHF | 99.27% | 99.27% |
06.05.2024 | 2.53% | 0.39 CHF | 0.40 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 175'860 CHF | 60'120 CHF | 99.27% | 99.27% |
03.05.2024 | 2.63% | 0.38 CHF | 0.39 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 169'144 CHF | 57'881 CHF | 99.11% | 99.11% |
02.05.2024 | 2.63% | 0.37 CHF | 0.38 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 168'868 CHF | 57'789 CHF | 99.24% | 99.24% |