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 | 2.89% | 0.33 CHF | 0.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 153'353 CHF | 52'618 CHF | 99.36% | 99.36% |
15.05.2024 | 2.90% | 0.34 CHF | 0.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 153'155 CHF | 52'552 CHF | 98.66% | 98.66% |
14.05.2024 | 3.45% | 0.27 CHF | 0.28 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 128'435 CHF | 44'312 CHF | 99.36% | 99.36% |
13.05.2024 | 3.25% | 0.30 CHF | 0.31 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 136'428 CHF | 46'976 CHF | 98.85% | 98.85% |
10.05.2024 | 3.03% | 0.33 CHF | 0.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 146'599 CHF | 50'366 CHF | 96.13% | 96.13% |
08.05.2024 | 3.72% | 0.28 CHF | 0.29 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 118'826 CHF | 41'109 CHF | 99.37% | 99.37% |
07.05.2024 | 3.91% | 0.27 CHF | 0.28 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 112'983 CHF | 39'161 CHF | 99.37% | 99.37% |
06.05.2024 | 4.04% | 0.24 CHF | 0.25 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 109'131 CHF | 37'877 CHF | 99.36% | 99.36% |
03.05.2024 | 4.27% | 0.24 CHF | 0.25 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 103'271 CHF | 35'924 CHF | 99.15% | 99.15% |
02.05.2024 | 4.30% | 0.22 CHF | 0.23 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 102'586 CHF | 35'695 CHF | 99.34% | 99.34% |