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 | 1.41% | 0.71 CHF | 0.72 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 317'393 CHF | 107'298 CHF | 99.29% | 99.29% |
15.05.2024 | 1.44% | 0.71 CHF | 0.72 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 311'381 CHF | 105'294 CHF | 98.28% | 98.28% |
14.05.2024 | 1.41% | 0.70 CHF | 0.71 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 316'466 CHF | 106'989 CHF | 96.65% | 96.65% |
13.05.2024 | 1.38% | 0.72 CHF | 0.73 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 323'881 CHF | 109'460 CHF | 94.90% | 94.90% |
10.05.2024 | 1.46% | 0.69 CHF | 0.70 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 306'461 CHF | 103'654 CHF | 99.58% | 99.58% |
08.05.2024 | 1.54% | 0.64 CHF | 0.65 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 290'512 CHF | 98'337 CHF | 99.28% | 99.28% |
07.05.2024 | 1.62% | 0.64 CHF | 0.65 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 276'409 CHF | 93'636 CHF | 98.41% | 98.41% |
06.05.2024 | 1.66% | 0.57 CHF | 0.58 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 268'194 CHF | 90'898 CHF | 96.85% | 96.85% |
03.05.2024 | 1.61% | 0.61 CHF | 0.62 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 278'105 CHF | 94'202 CHF | 98.88% | 98.88% |
02.05.2024 | 1.62% | 0.62 CHF | 0.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 275'167 CHF | 93'222 CHF | 99.58% | 99.58% |