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 | 1.12% | 0.86 CHF | 0.87 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 398'729 CHF | 134'410 CHF | 97.82% | 97.82% |
15.05.2024 | 1.21% | 0.83 CHF | 0.84 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 371'028 CHF | 125'176 CHF | 97.98% | 97.98% |
14.05.2024 | 1.15% | 0.88 CHF | 0.89 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 388'182 CHF | 130'894 CHF | 92.20% | 92.20% |
13.05.2024 | 1.13% | 0.88 CHF | 0.89 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 395'533 CHF | 133'344 CHF | 90.57% | 90.57% |
10.05.2024 | 1.14% | 0.86 CHF | 0.87 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 393'516 CHF | 132'672 CHF | 95.84% | 95.84% |
08.05.2024 | 1.15% | 0.86 CHF | 0.87 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 259'027 CHF | 87'342 CHF | 94.05% | 94.05% |
07.05.2024 | 1.22% | 0.85 CHF | 0.86 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 243'695 CHF | 82'232 CHF | 92.78% | 92.78% |
06.05.2024 | 1.32% | 0.77 CHF | 0.78 CHF | 300'000 | 100'000 | 329'345 | 109'782 | 247'013 CHF | 83'436 CHF | 96.99% | 96.99% |
03.05.2024 | 1.39% | 0.67 CHF | 0.68 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 321'594 CHF | 108'698 CHF | 98.04% | 98.04% |
02.05.2024 | 1.32% | 0.75 CHF | 0.76 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 337'735 CHF | 114'078 CHF | 96.03% | 96.03% |