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 | 5.14% | 0.19 CHF | 0.20 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 85'457 CHF | 29'986 CHF | 99.36% | 99.36% |
15.05.2024 | 5.73% | 0.16 CHF | 0.17 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 76'319 CHF | 26'940 CHF | 99.12% | 99.12% |
14.05.2024 | 4.89% | 0.18 CHF | 0.19 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 89'974 CHF | 31'491 CHF | 99.36% | 99.36% |
13.05.2024 | 4.14% | 0.23 CHF | 0.24 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 106'641 CHF | 37'047 CHF | 98.90% | 98.90% |
10.05.2024 | 5.17% | 0.23 CHF | 0.24 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 85'099 CHF | 29'866 CHF | 99.36% | 99.36% |
08.05.2024 | 5.07% | 0.18 CHF | 0.19 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 86'713 CHF | 30'404 CHF | 99.36% | 99.36% |
07.05.2024 | 4.85% | 0.21 CHF | 0.22 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 90'652 CHF | 31'717 CHF | 99.36% | 99.36% |
06.05.2024 | 5.42% | 0.19 CHF | 0.20 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 80'838 CHF | 28'446 CHF | 99.36% | 99.36% |
03.05.2024 | 5.76% | 0.18 CHF | 0.19 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 75'910 CHF | 26'804 CHF | 99.18% | 99.18% |
02.05.2024 | 5.83% | 0.16 CHF | 0.17 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 75'244 CHF | 26'581 CHF | 98.76% | 98.76% |