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 | 1.38% | 0.70 CHF | 0.71 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 324'668 CHF | 109'723 CHF | 97.86% | 97.86% |
15.05.2024 | 1.49% | 0.67 CHF | 0.68 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 299'261 CHF | 101'254 CHF | 97.98% | 97.98% |
14.05.2024 | 1.42% | 0.72 CHF | 0.73 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 314'120 CHF | 106'207 CHF | 92.47% | 92.47% |
13.05.2024 | 1.39% | 0.72 CHF | 0.73 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 320'454 CHF | 108'318 CHF | 90.59% | 90.59% |
10.05.2024 | 1.39% | 0.70 CHF | 0.71 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 320'794 CHF | 108'431 CHF | 95.52% | 95.52% |
08.05.2024 | 1.47% | 0.67 CHF | 0.68 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 303'597 CHF | 102'699 CHF | 93.97% | 93.97% |
07.05.2024 | 1.57% | 0.66 CHF | 0.67 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 284'021 CHF | 96'174 CHF | 92.91% | 92.91% |
06.05.2024 | 1.70% | 0.60 CHF | 0.61 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 263'049 CHF | 89'183 CHF | 96.80% | 96.80% |
03.05.2024 | 1.79% | 0.52 CHF | 0.53 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 248'992 CHF | 84'497 CHF | 98.04% | 98.04% |
02.05.2024 | 1.70% | 0.58 CHF | 0.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 262'864 CHF | 89'121 CHF | 96.04% | 96.04% |