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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 1.81% | 0.55 CHF | 0.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 247'046 CHF | 83'849 CHF | 98.33% | 98.33% |
14.05.2024 | 1.87% | 0.52 CHF | 0.53 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 238'951 CHF | 81'150 CHF | 99.36% | 99.36% |
13.05.2024 | 1.92% | 0.50 CHF | 0.51 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 232'048 CHF | 78'849 CHF | 98.93% | 98.93% |
10.05.2024 | 1.82% | 0.52 CHF | 0.53 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 245'558 CHF | 83'353 CHF | 99.37% | 99.37% |
08.05.2024 | 1.83% | 0.53 CHF | 0.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 244'837 CHF | 83'112 CHF | 99.35% | 99.35% |
07.05.2024 | 1.88% | 0.55 CHF | 0.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 237'190 CHF | 80'563 CHF | 94.72% | 94.72% |
06.05.2024 | 1.91% | 0.50 CHF | 0.51 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 233'017 CHF | 79'172 CHF | 99.36% | 99.36% |
03.05.2024 | 1.83% | 0.55 CHF | 0.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 243'543 CHF | 82'681 CHF | 99.36% | 99.36% |
02.05.2024 | 1.90% | 0.51 CHF | 0.52 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 234'720 CHF | 79'740 CHF | 99.36% | 99.36% |
30.04.2024 | 1.79% | 0.55 CHF | 0.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 248'870 CHF | 84'457 CHF | 99.36% | 99.36% |