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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 1.19% | 0.85 CHF | 0.86 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 376'178 CHF | 126'893 CHF | 99.59% | 99.59% |
16.05.2024 | 1.22% | 0.82 CHF | 0.83 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 367'127 CHF | 123'876 CHF | 99.59% | 99.59% |
15.05.2024 | 1.20% | 0.83 CHF | 0.84 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 371'953 CHF | 125'484 CHF | 99.45% | 99.45% |
14.05.2024 | 1.23% | 0.83 CHF | 0.84 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 363'140 CHF | 122'546 CHF | 99.59% | 99.59% |
13.05.2024 | 1.22% | 0.81 CHF | 0.82 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 366'937 CHF | 123'812 CHF | 98.96% | 98.96% |
10.05.2024 | 1.25% | 0.79 CHF | 0.80 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 358'969 CHF | 121'156 CHF | 99.46% | 99.46% |
08.05.2024 | 1.38% | 0.72 CHF | 0.73 CHF | 450'000 | 150'000 | 556'973 | 185'658 | 399'351 CHF | 134'974 CHF | 99.56% | 99.56% |
07.05.2024 | 1.42% | 0.72 CHF | 0.73 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 420'926 CHF | 142'309 CHF | 99.59% | 99.59% |
06.05.2024 | 1.54% | 0.66 CHF | 0.67 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 386'996 CHF | 130'999 CHF | 99.74% | 99.74% |
03.05.2024 | 1.55% | 0.63 CHF | 0.64 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 383'922 CHF | 129'974 CHF | 99.69% | 99.69% |