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 | 1.26% | 0.81 CHF | 0.82 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 356'309 CHF | 120'270 CHF | 99.45% | 99.45% |
15.05.2024 | 1.29% | 0.77 CHF | 0.78 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 346'690 CHF | 117'063 CHF | 99.19% | 99.19% |
14.05.2024 | 1.31% | 0.76 CHF | 0.77 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 340'501 CHF | 115'000 CHF | 97.51% | 97.51% |
13.05.2024 | 1.31% | 0.74 CHF | 0.75 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 342'602 CHF | 115'701 CHF | 99.38% | 99.38% |
10.05.2024 | 1.27% | 0.77 CHF | 0.78 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 353'227 CHF | 119'242 CHF | 98.57% | 98.57% |
08.05.2024 | 1.39% | 0.73 CHF | 0.74 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 321'546 CHF | 108'682 CHF | 99.39% | 99.39% |
07.05.2024 | 1.34% | 0.73 CHF | 0.74 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 333'170 CHF | 112'557 CHF | 99.41% | 99.41% |
06.05.2024 | 1.34% | 0.76 CHF | 0.77 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 332'862 CHF | 112'454 CHF | 99.38% | 99.38% |
03.05.2024 | 1.38% | 0.68 CHF | 0.69 CHF | 600'000 | 200'000 | 471'938 | 157'313 | 339'502 CHF | 114'741 CHF | 99.31% | 99.31% |
02.05.2024 | 1.34% | 0.73 CHF | 0.74 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 332'816 CHF | 112'439 CHF | 99.36% | 99.36% |