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 | 1.49% | 0.68 CHF | 0.69 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 299'779 CHF | 101'426 CHF | 99.36% | 99.36% |
15.05.2024 | 1.42% | 0.69 CHF | 0.70 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 314'738 CHF | 106'413 CHF | 99.13% | 99.13% |
14.05.2024 | 1.38% | 0.72 CHF | 0.73 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 323'201 CHF | 109'234 CHF | 99.36% | 99.36% |
13.05.2024 | 1.43% | 0.69 CHF | 0.70 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 311'413 CHF | 105'304 CHF | 98.90% | 98.90% |
10.05.2024 | 1.42% | 0.71 CHF | 0.72 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 314'576 CHF | 106'359 CHF | 99.37% | 99.37% |
08.05.2024 | 1.45% | 0.64 CHF | 0.65 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 310'130 CHF | 104'877 CHF | 99.36% | 99.36% |
07.05.2024 | 1.29% | 0.78 CHF | 0.79 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 347'013 CHF | 117'171 CHF | 99.37% | 99.37% |
06.05.2024 | 1.39% | 0.76 CHF | 0.77 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 321'147 CHF | 108'549 CHF | 99.36% | 99.36% |
03.05.2024 | 1.49% | 0.66 CHF | 0.67 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 300'635 CHF | 101'712 CHF | 99.18% | 99.18% |
02.05.2024 | 1.50% | 0.65 CHF | 0.66 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 297'795 CHF | 100'765 CHF | 99.28% | 99.28% |