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 | 2.77% | 0.35 CHF | 0.36 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 160'238 CHF | 54'913 CHF | 99.37% | 99.37% |
15.05.2024 | 2.87% | 0.35 CHF | 0.36 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 154'748 CHF | 53'083 CHF | 98.67% | 98.67% |
14.05.2024 | 3.46% | 0.27 CHF | 0.28 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 127'839 CHF | 44'113 CHF | 99.36% | 99.36% |
13.05.2024 | 3.27% | 0.30 CHF | 0.31 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 135'506 CHF | 46'669 CHF | 98.85% | 98.85% |
10.05.2024 | 3.06% | 0.33 CHF | 0.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 145'137 CHF | 49'879 CHF | 96.12% | 96.12% |
08.05.2024 | 3.74% | 0.28 CHF | 0.29 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 118'130 CHF | 40'877 CHF | 99.37% | 99.37% |
07.05.2024 | 3.91% | 0.26 CHF | 0.27 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 112'772 CHF | 39'091 CHF | 99.37% | 99.37% |
06.05.2024 | 3.95% | 0.25 CHF | 0.26 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 111'597 CHF | 38'699 CHF | 99.37% | 99.37% |
03.05.2024 | 4.16% | 0.24 CHF | 0.25 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 105'943 CHF | 36'814 CHF | 99.14% | 99.14% |
02.05.2024 | 4.18% | 0.23 CHF | 0.24 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 105'444 CHF | 36'648 CHF | 99.34% | 99.34% |