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 | 2.23% | 0.44 CHF | 0.45 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 199'527 CHF | 68'009 CHF | 99.37% | 99.37% |
15.05.2024 | 2.23% | 0.44 CHF | 0.45 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 199'687 CHF | 68'062 CHF | 98.66% | 98.66% |
14.05.2024 | 2.54% | 0.38 CHF | 0.39 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 175'006 CHF | 59'836 CHF | 99.36% | 99.36% |
13.05.2024 | 2.42% | 0.41 CHF | 0.42 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 183'399 CHF | 62'633 CHF | 98.85% | 98.85% |
10.05.2024 | 2.30% | 0.44 CHF | 0.45 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 193'560 CHF | 66'020 CHF | 96.13% | 96.13% |
08.05.2024 | 2.71% | 0.38 CHF | 0.39 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 163'565 CHF | 56'022 CHF | 99.37% | 99.37% |
07.05.2024 | 2.83% | 0.36 CHF | 0.37 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 156'597 CHF | 53'699 CHF | 99.37% | 99.37% |
06.05.2024 | 2.93% | 0.34 CHF | 0.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 151'259 CHF | 51'920 CHF | 99.36% | 99.36% |
03.05.2024 | 3.11% | 0.32 CHF | 0.33 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 142'697 CHF | 49'066 CHF | 99.14% | 99.14% |
02.05.2024 | 3.14% | 0.31 CHF | 0.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 141'075 CHF | 48'525 CHF | 99.34% | 99.34% |