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 | 2.68% | 0.36 CHF | 0.37 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 165'661 CHF | 56'721 CHF | 99.37% | 99.37% |
15.05.2024 | 2.66% | 0.37 CHF | 0.38 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 167'128 CHF | 57'209 CHF | 98.67% | 98.67% |
14.05.2024 | 3.04% | 0.31 CHF | 0.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 145'654 CHF | 50'051 CHF | 99.36% | 99.36% |
13.05.2024 | 2.89% | 0.34 CHF | 0.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 153'259 CHF | 52'586 CHF | 98.84% | 98.84% |
10.05.2024 | 2.73% | 0.37 CHF | 0.38 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 162'573 CHF | 55'691 CHF | 96.13% | 96.13% |
08.05.2024 | 3.26% | 0.32 CHF | 0.33 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 135'680 CHF | 46'727 CHF | 99.38% | 99.38% |
07.05.2024 | 3.42% | 0.30 CHF | 0.31 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 129'558 CHF | 44'686 CHF | 99.37% | 99.37% |
06.05.2024 | 3.58% | 0.28 CHF | 0.28 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 123'629 CHF | 42'710 CHF | 99.36% | 99.36% |
03.05.2024 | 3.80% | 0.27 CHF | 0.28 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 116'321 CHF | 40'274 CHF | 99.14% | 99.14% |
02.05.2024 | 3.86% | 0.25 CHF | 0.26 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 114'496 CHF | 39'665 CHF | 99.33% | 99.33% |