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 | 4.67% | 0.21 CHF | 0.22 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 94'451 CHF | 32'984 CHF | 99.36% | 99.36% |
15.05.2024 | 5.06% | 0.18 CHF | 0.19 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 86'764 CHF | 30'422 CHF | 99.12% | 99.12% |
14.05.2024 | 4.47% | 0.21 CHF | 0.22 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 98'695 CHF | 34'398 CHF | 99.36% | 99.36% |
13.05.2024 | 3.83% | 0.25 CHF | 0.26 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 115'499 CHF | 40'000 CHF | 98.90% | 98.90% |
10.05.2024 | 4.65% | 0.25 CHF | 0.26 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 94'799 CHF | 33'100 CHF | 99.36% | 99.36% |
08.05.2024 | 4.70% | 0.20 CHF | 0.21 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 93'695 CHF | 32'732 CHF | 99.36% | 99.36% |
07.05.2024 | 4.48% | 0.22 CHF | 0.23 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 98'281 CHF | 34'260 CHF | 99.36% | 99.36% |
06.05.2024 | 4.94% | 0.20 CHF | 0.21 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 88'860 CHF | 31'120 CHF | 99.36% | 99.36% |
03.05.2024 | 5.19% | 0.19 CHF | 0.20 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 84'575 CHF | 29'692 CHF | 99.18% | 99.18% |
02.05.2024 | 5.24% | 0.18 CHF | 0.19 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 83'865 CHF | 29'455 CHF | 98.76% | 98.76% |