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 | 1.43% | 0.73 CHF | 0.74 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 312'159 CHF | 105'553 CHF | 98.95% | 98.95% |
15.05.2024 | 1.52% | 0.66 CHF | 0.67 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 293'068 CHF | 99'189 CHF | 99.51% | 99.51% |
14.05.2024 | 1.60% | 0.64 CHF | 0.65 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 279'208 CHF | 94'569 CHF | 99.16% | 99.16% |
13.05.2024 | 1.82% | 0.56 CHF | 0.57 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 245'204 CHF | 83'235 CHF | 98.97% | 98.97% |
10.05.2024 | 1.59% | 0.60 CHF | 0.61 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 280'210 CHF | 94'904 CHF | 99.23% | 99.23% |
08.05.2024 | 1.51% | 0.65 CHF | 0.66 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 296'094 CHF | 100'198 CHF | 99.49% | 99.49% |
07.05.2024 | 1.58% | 0.68 CHF | 0.69 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 282'615 CHF | 95'705 CHF | 99.43% | 99.43% |
06.05.2024 | 1.65% | 0.59 CHF | 0.60 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 270'736 CHF | 91'745 CHF | 99.40% | 99.40% |
03.05.2024 | 1.65% | 0.55 CHF | 0.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 271'003 CHF | 91'834 CHF | 99.23% | 99.23% |
02.05.2024 | 1.72% | 0.58 CHF | 0.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 259'582 CHF | 88'028 CHF | 98.85% | 98.85% |