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 | 2.00% | 0.51 CHF | 0.52 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 222'946 CHF | 75'816 CHF | 99.28% | 99.28% |
15.05.2024 | 2.04% | 0.49 CHF | 0.50 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 217'914 CHF | 74'138 CHF | 99.59% | 99.59% |
14.05.2024 | 2.04% | 0.46 CHF | 0.47 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 218'095 CHF | 74'198 CHF | 98.65% | 98.65% |
13.05.2024 | 1.94% | 0.50 CHF | 0.51 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 229'674 CHF | 78'058 CHF | 99.39% | 99.39% |
10.05.2024 | 1.97% | 0.51 CHF | 0.52 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 225'987 CHF | 76'829 CHF | 99.39% | 99.39% |
08.05.2024 | 2.03% | 0.49 CHF | 0.50 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 219'868 CHF | 74'789 CHF | 99.32% | 99.32% |
07.05.2024 | 2.10% | 0.48 CHF | 0.49 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 212'296 CHF | 72'265 CHF | 99.40% | 99.40% |
06.05.2024 | 2.12% | 0.45 CHF | 0.46 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 210'544 CHF | 71'681 CHF | 97.86% | 97.86% |
03.05.2024 | 2.16% | 0.44 CHF | 0.45 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 206'432 CHF | 70'311 CHF | 99.30% | 99.30% |
02.05.2024 | 2.14% | 0.47 CHF | 0.48 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 207'563 CHF | 70'688 CHF | 99.30% | 99.30% |