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 | 1.39% | 0.73 CHF | 0.74 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 322'223 CHF | 108'908 CHF | 99.34% | 99.34% |
15.05.2024 | 1.42% | 0.71 CHF | 0.72 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 315'556 CHF | 106'685 CHF | 99.20% | 99.20% |
14.05.2024 | 1.41% | 0.67 CHF | 0.68 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 316'593 CHF | 107'031 CHF | 98.63% | 98.63% |
13.05.2024 | 1.35% | 0.72 CHF | 0.73 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 329'942 CHF | 111'481 CHF | 99.33% | 99.33% |
10.05.2024 | 1.38% | 0.73 CHF | 0.74 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 324'705 CHF | 109'735 CHF | 99.39% | 99.39% |
08.05.2024 | 1.40% | 0.71 CHF | 0.72 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 318'129 CHF | 107'543 CHF | 99.39% | 99.39% |
07.05.2024 | 1.45% | 0.70 CHF | 0.71 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 307'903 CHF | 104'134 CHF | 99.39% | 99.39% |
06.05.2024 | 1.45% | 0.66 CHF | 0.67 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 307'361 CHF | 103'954 CHF | 97.91% | 97.91% |
03.05.2024 | 1.49% | 0.64 CHF | 0.65 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 300'402 CHF | 101'634 CHF | 99.22% | 99.22% |
02.05.2024 | 1.48% | 0.68 CHF | 0.69 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 301'971 CHF | 102'157 CHF | 99.35% | 99.35% |