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 | 2.74% | 0.34 CHF | 0.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 162'241 CHF | 55'580 CHF | 97.78% | 97.78% |
15.05.2024 | 3.22% | 0.31 CHF | 0.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 137'687 CHF | 47'396 CHF | 98.03% | 98.03% |
14.05.2024 | 2.89% | 0.36 CHF | 0.37 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 153'523 CHF | 52'674 CHF | 92.25% | 92.25% |
13.05.2024 | 2.75% | 0.36 CHF | 0.37 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 161'198 CHF | 55'233 CHF | 90.58% | 90.58% |
10.05.2024 | 2.74% | 0.34 CHF | 0.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 162'004 CHF | 55'501 CHF | 95.60% | 95.60% |
08.05.2024 | 2.09% | 0.47 CHF | 0.48 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 141'886 CHF | 48'295 CHF | 93.93% | 93.93% |
07.05.2024 | 2.35% | 0.46 CHF | 0.47 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 126'414 CHF | 43'138 CHF | 92.99% | 92.99% |
06.05.2024 | 2.76% | 0.38 CHF | 0.39 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 107'715 CHF | 36'905 CHF | 97.03% | 97.03% |
03.05.2024 | 3.17% | 0.27 CHF | 0.28 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 93'806 CHF | 32'269 CHF | 97.75% | 97.75% |
02.05.2024 | 2.82% | 0.35 CHF | 0.36 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 104'751 CHF | 35'917 CHF | 95.86% | 95.86% |