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 | 2.13% | 0.44 CHF | 0.45 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 209'207 CHF | 71'236 CHF | 97.84% | 97.84% |
15.05.2024 | 2.38% | 0.42 CHF | 0.43 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 186'781 CHF | 63'760 CHF | 98.05% | 98.05% |
14.05.2024 | 2.22% | 0.46 CHF | 0.47 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 200'843 CHF | 68'448 CHF | 92.27% | 92.27% |
13.05.2024 | 2.15% | 0.46 CHF | 0.47 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 207'513 CHF | 70'671 CHF | 90.67% | 90.67% |
10.05.2024 | 2.14% | 0.45 CHF | 0.46 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 208'313 CHF | 70'938 CHF | 95.97% | 95.97% |
08.05.2024 | 2.09% | 0.47 CHF | 0.48 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 141'839 CHF | 48'280 CHF | 93.97% | 93.97% |
07.05.2024 | 2.34% | 0.46 CHF | 0.47 CHF | 300'000 | 100'000 | 316'762 | 105'587 | 133'422 CHF | 45'530 CHF | 93.04% | 93.04% |
06.05.2024 | 2.72% | 0.38 CHF | 0.39 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 163'515 CHF | 56'005 CHF | 97.03% | 97.03% |
03.05.2024 | 2.96% | 0.30 CHF | 0.31 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 150'182 CHF | 51'561 CHF | 98.04% | 98.04% |
02.05.2024 | 2.70% | 0.36 CHF | 0.37 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 164'378 CHF | 56'293 CHF | 96.09% | 96.09% |