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 | 3.25% | 0.30 CHF | 0.31 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 136'394 CHF | 46'965 CHF | 99.37% | 99.37% |
15.05.2024 | 3.27% | 0.31 CHF | 0.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 135'329 CHF | 46'610 CHF | 98.67% | 98.67% |
14.05.2024 | 4.10% | 0.23 CHF | 0.24 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 107'545 CHF | 37'348 CHF | 99.36% | 99.36% |
13.05.2024 | 3.84% | 0.26 CHF | 0.27 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 115'070 CHF | 39'857 CHF | 98.85% | 98.85% |
10.05.2024 | 3.54% | 0.28 CHF | 0.29 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 124'990 CHF | 43'164 CHF | 96.14% | 96.14% |
08.05.2024 | 4.44% | 0.24 CHF | 0.25 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 99'039 CHF | 34'513 CHF | 99.37% | 99.37% |
07.05.2024 | 4.66% | 0.22 CHF | 0.23 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 94'293 CHF | 32'931 CHF | 99.37% | 99.37% |
06.05.2024 | 4.56% | 0.21 CHF | 0.22 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 96'494 CHF | 33'665 CHF | 99.36% | 99.36% |
03.05.2024 | 4.78% | 0.21 CHF | 0.22 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 91'993 CHF | 32'164 CHF | 99.14% | 99.14% |
02.05.2024 | 4.81% | 0.20 CHF | 0.21 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 91'446 CHF | 31'982 CHF | 99.33% | 99.33% |