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 | 1.76% | 0.59 CHF | 0.60 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 253'257 CHF | 85'919 CHF | 99.38% | 99.38% |
15.05.2024 | 1.66% | 0.61 CHF | 0.62 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 268'490 CHF | 90'997 CHF | 94.90% | 94.90% |
14.05.2024 | 1.75% | 0.58 CHF | 0.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 254'393 CHF | 86'298 CHF | 99.36% | 99.36% |
13.05.2024 | 1.72% | 0.58 CHF | 0.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 259'475 CHF | 87'992 CHF | 98.74% | 98.74% |
10.05.2024 | 1.62% | 0.60 CHF | 0.61 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 276'099 CHF | 93'533 CHF | 99.36% | 99.36% |
08.05.2024 | 1.64% | 0.59 CHF | 0.60 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 273'148 CHF | 92'549 CHF | 99.38% | 99.38% |
07.05.2024 | 1.65% | 0.64 CHF | 0.65 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 271'287 CHF | 91'929 CHF | 98.13% | 98.13% |
06.05.2024 | 1.85% | 0.55 CHF | 0.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 241'543 CHF | 82'014 CHF | 99.38% | 99.38% |
03.05.2024 | 1.94% | 0.51 CHF | 0.52 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 229'294 CHF | 77'932 CHF | 99.34% | 99.34% |
02.05.2024 | 1.92% | 0.51 CHF | 0.52 CHF | 450'000 | 150'000 | 450'290 | 150'097 | 232'118 CHF | 78'874 CHF | 99.34% | 99.34% |