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 | 1.66% | 0.56 CHF | 0.57 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 269'319 CHF | 91'273 CHF | 98.15% | 98.15% |
15.05.2024 | 1.54% | 0.64 CHF | 0.65 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 290'046 CHF | 98'182 CHF | 98.01% | 98.01% |
14.05.2024 | 1.63% | 0.61 CHF | 0.62 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 273'423 CHF | 92'641 CHF | 98.94% | 98.94% |
13.05.2024 | 1.65% | 0.61 CHF | 0.62 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 271'225 CHF | 91'909 CHF | 90.58% | 90.58% |
10.05.2024 | 1.60% | 0.61 CHF | 0.62 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 279'299 CHF | 94'600 CHF | 97.07% | 97.07% |
08.05.2024 | 1.80% | 0.55 CHF | 0.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 247'390 CHF | 83'963 CHF | 93.20% | 93.20% |
07.05.2024 | 1.79% | 0.56 CHF | 0.57 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 249'523 CHF | 84'674 CHF | 95.18% | 95.18% |
06.05.2024 | 1.74% | 0.57 CHF | 0.58 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 256'264 CHF | 86'921 CHF | 92.72% | 92.72% |
03.05.2024 | 1.75% | 0.55 CHF | 0.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 254'653 CHF | 86'384 CHF | 94.95% | 94.95% |
02.05.2024 | 1.73% | 0.57 CHF | 0.58 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 257'543 CHF | 87'348 CHF | 95.46% | 95.46% |