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 | 1.16% | 0.83 CHF | 0.84 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 385'449 CHF | 129'983 CHF | 99.33% | 99.33% |
15.05.2024 | 1.22% | 0.82 CHF | 0.83 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 365'921 CHF | 123'474 CHF | 99.15% | 99.15% |
14.05.2024 | 1.28% | 0.81 CHF | 0.82 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 350'444 CHF | 118'315 CHF | 98.49% | 98.49% |
13.05.2024 | 1.20% | 0.78 CHF | 0.79 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 372'726 CHF | 125'742 CHF | 99.08% | 99.08% |
10.05.2024 | 1.16% | 0.82 CHF | 0.83 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 387'052 CHF | 130'517 CHF | 97.35% | 97.35% |
08.05.2024 | 1.23% | 0.85 CHF | 0.86 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 364'804 CHF | 123'101 CHF | 98.44% | 98.44% |
07.05.2024 | 1.28% | 0.80 CHF | 0.81 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 349'336 CHF | 117'945 CHF | 98.96% | 98.96% |
06.05.2024 | 1.39% | 0.73 CHF | 0.74 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 320'427 CHF | 108'309 CHF | 98.55% | 98.55% |
03.05.2024 | 1.56% | 0.68 CHF | 0.69 CHF | 450'000 | 150'000 | 573'065 | 191'022 | 362'707 CHF | 122'813 CHF | 98.72% | 98.72% |
02.05.2024 | 1.58% | 0.62 CHF | 0.63 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 376'633 CHF | 127'544 CHF | 97.96% | 97.96% |