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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 2.22% | 0.46 CHF | 0.47 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 200'644 CHF | 68'382 CHF | 99.17% | 99.17% |
16.05.2024 | 2.10% | 0.47 CHF | 0.48 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 211'817 CHF | 72'106 CHF | 99.17% | 99.17% |
15.05.2024 | 2.00% | 0.50 CHF | 0.51 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 223'425 CHF | 75'975 CHF | 94.73% | 94.73% |
14.05.2024 | 2.16% | 0.48 CHF | 0.49 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 206'365 CHF | 70'288 CHF | 99.16% | 99.16% |
13.05.2024 | 2.16% | 0.46 CHF | 0.47 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 206'294 CHF | 70'265 CHF | 98.53% | 98.53% |
10.05.2024 | 2.09% | 0.47 CHF | 0.48 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 213'609 CHF | 72'703 CHF | 99.17% | 99.17% |
08.05.2024 | 2.13% | 0.45 CHF | 0.46 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 208'884 CHF | 71'128 CHF | 99.17% | 99.17% |
07.05.2024 | 2.23% | 0.48 CHF | 0.49 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 199'785 CHF | 68'095 CHF | 97.93% | 97.93% |
06.05.2024 | 2.45% | 0.39 CHF | 0.40 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 181'083 CHF | 61'861 CHF | 99.17% | 99.17% |
03.05.2024 | 2.47% | 0.40 CHF | 0.41 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 180'235 CHF | 61'578 CHF | 99.16% | 99.16% |