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 | 1.73% | 0.59 CHF | 0.60 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 258'116 CHF | 87'539 CHF | 99.09% | 99.09% |
15.05.2024 | 1.74% | 0.57 CHF | 0.58 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 256'834 CHF | 87'111 CHF | 99.72% | 99.72% |
14.05.2024 | 1.67% | 0.55 CHF | 0.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 267'528 CHF | 90'676 CHF | 98.22% | 98.22% |
13.05.2024 | 1.70% | 0.59 CHF | 0.60 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 262'227 CHF | 88'909 CHF | 98.55% | 98.55% |
10.05.2024 | 1.75% | 0.58 CHF | 0.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 254'372 CHF | 86'291 CHF | 99.59% | 99.59% |
08.05.2024 | 1.80% | 0.55 CHF | 0.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 247'259 CHF | 83'920 CHF | 99.55% | 99.55% |
07.05.2024 | 1.84% | 0.53 CHF | 0.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 242'178 CHF | 82'226 CHF | 99.59% | 99.59% |
06.05.2024 | 1.88% | 0.52 CHF | 0.53 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 237'074 CHF | 80'525 CHF | 99.53% | 99.53% |
03.05.2024 | 1.91% | 0.51 CHF | 0.52 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 232'851 CHF | 79'117 CHF | 99.42% | 99.42% |
02.05.2024 | 1.87% | 0.53 CHF | 0.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 237'999 CHF | 80'833 CHF | 99.55% | 99.55% |