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 | 1.74% | 0.55 CHF | 0.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 255'858 CHF | 86'786 CHF | 97.78% | 97.78% |
15.05.2024 | 1.90% | 0.53 CHF | 0.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 234'088 CHF | 79'529 CHF | 98.06% | 98.06% |
14.05.2024 | 1.80% | 0.57 CHF | 0.58 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 248'059 CHF | 84'186 CHF | 92.35% | 92.35% |
13.05.2024 | 1.76% | 0.57 CHF | 0.58 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 253'172 CHF | 85'891 CHF | 90.59% | 90.59% |
10.05.2024 | 1.76% | 0.55 CHF | 0.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 253'699 CHF | 86'066 CHF | 95.73% | 95.73% |
08.05.2024 | 1.87% | 0.53 CHF | 0.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 238'411 CHF | 80'970 CHF | 93.88% | 93.88% |
07.05.2024 | 2.02% | 0.51 CHF | 0.52 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 220'443 CHF | 74'981 CHF | 92.90% | 92.90% |
06.05.2024 | 2.21% | 0.47 CHF | 0.48 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 201'977 CHF | 68'826 CHF | 97.17% | 97.17% |
03.05.2024 | 2.34% | 0.39 CHF | 0.40 CHF | 600'000 | 200'000 | 472'262 | 157'421 | 198'744 CHF | 67'822 CHF | 98.03% | 98.03% |
02.05.2024 | 2.20% | 0.45 CHF | 0.46 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 202'275 CHF | 68'925 CHF | 96.07% | 96.07% |