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 | 3.43% | 0.28 CHF | 0.29 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 129'145 CHF | 44'548 CHF | 99.37% | 99.37% |
15.05.2024 | 3.41% | 0.29 CHF | 0.30 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 129'779 CHF | 44'760 CHF | 98.66% | 98.66% |
14.05.2024 | 4.33% | 0.22 CHF | 0.23 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 101'852 CHF | 35'451 CHF | 99.36% | 99.36% |
13.05.2024 | 4.03% | 0.24 CHF | 0.25 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 109'536 CHF | 38'012 CHF | 98.85% | 98.85% |
10.05.2024 | 3.69% | 0.27 CHF | 0.28 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 119'882 CHF | 41'461 CHF | 96.13% | 96.13% |
08.05.2024 | 4.69% | 0.23 CHF | 0.24 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 93'797 CHF | 32'766 CHF | 99.36% | 99.36% |
07.05.2024 | 4.93% | 0.21 CHF | 0.22 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 89'146 CHF | 31'215 CHF | 99.37% | 99.37% |
06.05.2024 | 4.81% | 0.20 CHF | 0.21 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 91'263 CHF | 31'921 CHF | 99.36% | 99.36% |
03.05.2024 | 5.06% | 0.20 CHF | 0.21 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 86'747 CHF | 30'416 CHF | 99.13% | 99.13% |
02.05.2024 | 5.10% | 0.19 CHF | 0.20 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 86'210 CHF | 30'237 CHF | 99.34% | 99.34% |