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 | 2.50% | 0.38 CHF | 0.39 CHF | 450'000 | 150'000 | 301'620 | 100'540 | 119'241 CHF | 40'752 CHF | 98.48% | 98.48% |
15.05.2024 | 2.67% | 0.39 CHF | 0.40 CHF | 300'000 | 100'000 | 398'373 | 132'791 | 146'430 CHF | 50'138 CHF | 98.32% | 98.32% |
14.05.2024 | 2.65% | 0.38 CHF | 0.39 CHF | 450'000 | 150'000 | 394'937 | 131'646 | 146'762 CHF | 50'237 CHF | 99.36% | 99.36% |
13.05.2024 | 2.76% | 0.36 CHF | 0.37 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 160'914 CHF | 55'138 CHF | 98.93% | 98.93% |
10.05.2024 | 2.70% | 0.37 CHF | 0.38 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 164'431 CHF | 56'310 CHF | 99.36% | 99.36% |
08.05.2024 | 3.02% | 0.33 CHF | 0.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 146'567 CHF | 50'356 CHF | 99.35% | 99.35% |
07.05.2024 | 3.08% | 0.32 CHF | 0.33 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 143'672 CHF | 49'391 CHF | 94.66% | 94.66% |
06.05.2024 | 3.11% | 0.31 CHF | 0.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 142'476 CHF | 48'992 CHF | 99.36% | 99.36% |
03.05.2024 | 3.13% | 0.32 CHF | 0.33 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 141'664 CHF | 48'722 CHF | 99.37% | 99.37% |
02.05.2024 | 3.37% | 0.29 CHF | 0.30 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 131'318 CHF | 45'273 CHF | 99.36% | 99.36% |