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 | 1.99% | 0.49 CHF | 0.50 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 373'805 CHF | 76'261 CHF | 99.17% | 99.17% |
15.05.2024 | 2.11% | 0.49 CHF | 0.50 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 351'934 CHF | 71'887 CHF | 94.74% | 94.74% |
14.05.2024 | 2.11% | 0.50 CHF | 0.51 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 352'079 CHF | 71'916 CHF | 99.16% | 99.16% |
13.05.2024 | 2.07% | 0.46 CHF | 0.47 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 357'993 CHF | 73'099 CHF | 98.53% | 98.53% |
10.05.2024 | 2.04% | 0.48 CHF | 0.49 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 364'126 CHF | 74'325 CHF | 99.16% | 99.16% |
08.05.2024 | 2.16% | 0.47 CHF | 0.48 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 344'178 CHF | 70'336 CHF | 99.17% | 99.17% |
07.05.2024 | 2.31% | 0.45 CHF | 0.46 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 320'415 CHF | 65'583 CHF | 97.93% | 97.93% |
06.05.2024 | 2.35% | 0.42 CHF | 0.43 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 316'146 CHF | 64'729 CHF | 99.17% | 99.17% |
03.05.2024 | 2.37% | 0.42 CHF | 0.43 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 312'851 CHF | 64'070 CHF | 99.15% | 99.15% |
02.05.2024 | 2.33% | 0.42 CHF | 0.43 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 317'803 CHF | 65'061 CHF | 99.14% | 99.14% |