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 | 1.09% | 0.96 CHF | 0.97 CHF | 450'000 | 150'000 | 445'022 | 148'341 | 405'874 CHF | 136'775 CHF | 98.77% | 98.77% |
15.05.2024 | 1.15% | 0.88 CHF | 0.89 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 387'933 CHF | 130'811 CHF | 99.49% | 99.49% |
14.05.2024 | 1.21% | 0.85 CHF | 0.86 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 371'071 CHF | 125'190 CHF | 99.07% | 99.07% |
13.05.2024 | 1.35% | 0.75 CHF | 0.76 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 331'744 CHF | 112'081 CHF | 98.94% | 98.94% |
10.05.2024 | 1.20% | 0.80 CHF | 0.81 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 372'598 CHF | 125'699 CHF | 99.20% | 99.20% |
08.05.2024 | 1.15% | 0.86 CHF | 0.87 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 390'035 CHF | 131'512 CHF | 99.47% | 99.47% |
07.05.2024 | 1.20% | 0.89 CHF | 0.90 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 373'757 CHF | 126'086 CHF | 99.41% | 99.41% |
06.05.2024 | 1.25% | 0.79 CHF | 0.80 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 358'766 CHF | 121'089 CHF | 99.45% | 99.45% |
03.05.2024 | 1.25% | 0.74 CHF | 0.75 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 358'945 CHF | 121'148 CHF | 99.25% | 99.25% |
02.05.2024 | 1.30% | 0.77 CHF | 0.78 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 345'101 CHF | 116'534 CHF | 99.01% | 99.01% |