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 | 1.27% | 0.77 CHF | 0.78 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 351'019 CHF | 118'506 CHF | 98.33% | 98.33% |
15.05.2024 | 1.28% | 0.82 CHF | 0.83 CHF | 450'000 | 150'000 | 449'989 | 150'000 | 351'517 CHF | 118'676 CHF | 98.15% | 98.15% |
14.05.2024 | 1.38% | 0.73 CHF | 0.74 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 324'764 CHF | 109'755 CHF | 98.76% | 98.76% |
13.05.2024 | 1.46% | 0.67 CHF | 0.68 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 305'437 CHF | 103'312 CHF | 93.36% | 93.36% |
10.05.2024 | 1.47% | 0.69 CHF | 0.70 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 304'209 CHF | 102'903 CHF | 98.75% | 98.75% |
08.05.2024 | 1.85% | 0.55 CHF | 0.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 241'483 CHF | 81'994 CHF | 98.72% | 98.72% |
07.05.2024 | 1.90% | 0.54 CHF | 0.55 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 234'292 CHF | 79'597 CHF | 98.42% | 98.42% |
06.05.2024 | 2.07% | 0.47 CHF | 0.48 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 215'507 CHF | 73'336 CHF | 98.68% | 98.68% |
03.05.2024 | 2.03% | 0.49 CHF | 0.50 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 219'943 CHF | 74'814 CHF | 98.71% | 98.71% |
02.05.2024 | 2.05% | 0.48 CHF | 0.49 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 216'967 CHF | 73'822 CHF | 98.50% | 98.50% |