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 | 2.12% | 0.48 CHF | 0.49 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 210'322 CHF | 71'607 CHF | 99.35% | 99.35% |
15.05.2024 | 2.22% | 0.42 CHF | 0.43 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 200'086 CHF | 68'196 CHF | 99.12% | 99.12% |
14.05.2024 | 2.09% | 0.47 CHF | 0.48 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 213'297 CHF | 72'599 CHF | 99.36% | 99.36% |
13.05.2024 | 1.89% | 0.51 CHF | 0.52 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 236'390 CHF | 80'297 CHF | 98.90% | 98.90% |
10.05.2024 | 2.09% | 0.52 CHF | 0.53 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 212'902 CHF | 72'467 CHF | 99.36% | 99.36% |
08.05.2024 | 2.12% | 0.45 CHF | 0.46 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 209'920 CHF | 71'473 CHF | 99.36% | 99.36% |
07.05.2024 | 2.09% | 0.48 CHF | 0.49 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 212'882 CHF | 72'461 CHF | 99.37% | 99.37% |
06.05.2024 | 2.20% | 0.45 CHF | 0.46 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 202'577 CHF | 69'026 CHF | 99.37% | 99.37% |
03.05.2024 | 2.31% | 0.44 CHF | 0.45 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 193'066 CHF | 65'855 CHF | 99.17% | 99.17% |
02.05.2024 | 2.33% | 0.42 CHF | 0.43 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 190'915 CHF | 65'138 CHF | 98.76% | 98.76% |