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 | 1.95% | 0.52 CHF | 0.53 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 229'022 CHF | 77'841 CHF | 99.36% | 99.36% |
15.05.2024 | 1.95% | 0.52 CHF | 0.53 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 228'916 CHF | 77'805 CHF | 94.89% | 94.89% |
14.05.2024 | 1.86% | 0.54 CHF | 0.55 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 239'932 CHF | 81'477 CHF | 99.36% | 99.36% |
13.05.2024 | 1.93% | 0.50 CHF | 0.51 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 230'745 CHF | 78'415 CHF | 98.73% | 98.73% |
10.05.2024 | 1.97% | 0.51 CHF | 0.52 CHF | 450'000 | 150'000 | 449'966 | 150'000 | 226'623 CHF | 77'047 CHF | 99.36% | 99.36% |
08.05.2024 | 2.10% | 0.48 CHF | 0.49 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 211'743 CHF | 72'081 CHF | 99.37% | 99.37% |
07.05.2024 | 2.21% | 0.46 CHF | 0.47 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 201'590 CHF | 68'697 CHF | 98.13% | 98.13% |
06.05.2024 | 2.26% | 0.43 CHF | 0.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 196'581 CHF | 67'027 CHF | 99.38% | 99.38% |
03.05.2024 | 2.04% | 0.47 CHF | 0.48 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 217'976 CHF | 74'159 CHF | 99.35% | 99.35% |
02.05.2024 | 2.12% | 0.46 CHF | 0.47 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 210'173 CHF | 71'558 CHF | 99.35% | 99.35% |