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 | 2.58% | 0.38 CHF | 0.39 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 172'533 CHF | 59'011 CHF | 99.19% | 99.19% |
15.05.2024 | 2.56% | 0.38 CHF | 0.39 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 173'763 CHF | 59'421 CHF | 99.12% | 99.12% |
14.05.2024 | 2.74% | 0.38 CHF | 0.39 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 162'086 CHF | 55'529 CHF | 99.27% | 99.27% |
13.05.2024 | 2.89% | 0.33 CHF | 0.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 153'197 CHF | 52'566 CHF | 98.75% | 98.75% |
10.05.2024 | 2.98% | 0.34 CHF | 0.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 148'811 CHF | 51'104 CHF | 99.27% | 99.27% |
08.05.2024 | 3.30% | 0.34 CHF | 0.35 CHF | 450'000 | 150'000 | 561'338 | 150'000 | 166'951 CHF | 46'488 CHF | 99.27% | 99.27% |
07.05.2024 | 3.76% | 0.27 CHF | 0.28 CHF | 600'000 | 150'000 | 600'000 | 150'000 | 156'619 CHF | 40'655 CHF | 99.27% | 99.27% |
06.05.2024 | 4.00% | 0.25 CHF | 0.26 CHF | 600'000 | 150'000 | 600'000 | 150'000 | 147'234 CHF | 38'309 CHF | 99.27% | 99.27% |
03.05.2024 | 3.82% | 0.25 CHF | 0.26 CHF | 600'000 | 150'000 | 600'000 | 150'000 | 153'898 CHF | 39'974 CHF | 99.10% | 99.10% |
02.05.2024 | 4.08% | 0.24 CHF | 0.25 CHF | 600'000 | 150'000 | 600'000 | 150'000 | 144'193 CHF | 37'548 CHF | 99.24% | 99.24% |