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 | 1.30% | 0.77 CHF | 0.78 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 114'534 CHF | 38'678 CHF | 98.48% | 98.48% |
15.05.2024 | 1.35% | 0.76 CHF | 0.77 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 110'762 CHF | 37'421 CHF | 98.33% | 98.33% |
14.05.2024 | 1.36% | 0.74 CHF | 0.75 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 109'457 CHF | 36'986 CHF | 99.36% | 99.36% |
13.05.2024 | 1.36% | 0.72 CHF | 0.73 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 109'544 CHF | 37'015 CHF | 98.94% | 98.94% |
10.05.2024 | 1.35% | 0.73 CHF | 0.74 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 110'781 CHF | 37'427 CHF | 99.38% | 99.38% |
08.05.2024 | 1.37% | 0.74 CHF | 0.75 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 108'614 CHF | 36'705 CHF | 99.36% | 99.36% |
07.05.2024 | 1.40% | 0.72 CHF | 0.73 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 106'520 CHF | 36'007 CHF | 94.72% | 94.72% |
06.05.2024 | 1.48% | 0.67 CHF | 0.68 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 100'535 CHF | 34'012 CHF | 99.37% | 99.37% |
03.05.2024 | 1.46% | 0.68 CHF | 0.69 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 102'159 CHF | 34'553 CHF | 99.36% | 99.36% |
02.05.2024 | 1.37% | 0.70 CHF | 0.71 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 108'721 CHF | 36'740 CHF | 99.29% | 99.29% |