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 | 1.09% | 0.89 CHF | 0.90 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 411'585 CHF | 138'695 CHF | 98.50% | 98.50% |
15.05.2024 | 1.03% | 0.98 CHF | 0.99 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 436'612 CHF | 147'037 CHF | 98.32% | 98.32% |
14.05.2024 | 1.05% | 1.00 CHF | 1.01 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 426'230 CHF | 143'577 CHF | 99.36% | 99.36% |
13.05.2024 | 1.08% | 0.92 CHF | 0.93 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 412'599 CHF | 139'033 CHF | 98.93% | 98.93% |
10.05.2024 | 1.18% | 0.88 CHF | 0.89 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 378'462 CHF | 127'654 CHF | 99.38% | 99.38% |
08.05.2024 | 1.33% | 0.74 CHF | 0.75 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 335'356 CHF | 113'285 CHF | 99.36% | 99.36% |
07.05.2024 | 1.53% | 0.69 CHF | 0.70 CHF | 450'000 | 150'000 | 449'988 | 150'000 | 291'834 CHF | 98'781 CHF | 94.65% | 94.65% |
06.05.2024 | 1.64% | 0.57 CHF | 0.58 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 272'647 CHF | 92'383 CHF | 99.37% | 99.37% |
03.05.2024 | 1.62% | 0.57 CHF | 0.58 CHF | 450'000 | 150'000 | 450'000 | 149'989 | 276'411 CHF | 93'631 CHF | 99.35% | 99.35% |
02.05.2024 | 1.52% | 0.64 CHF | 0.65 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 293'827 CHF | 99'442 CHF | 99.36% | 99.36% |