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 | 1.33% | 0.75 CHF | 0.76 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 111'859 CHF | 37'786 CHF | 98.47% | 98.47% |
15.05.2024 | 1.37% | 0.74 CHF | 0.75 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 108'926 CHF | 36'809 CHF | 98.33% | 98.33% |
14.05.2024 | 1.38% | 0.72 CHF | 0.73 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 107'566 CHF | 36'355 CHF | 99.36% | 99.36% |
13.05.2024 | 1.39% | 0.70 CHF | 0.71 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 107'139 CHF | 36'213 CHF | 98.93% | 98.93% |
10.05.2024 | 1.38% | 0.71 CHF | 0.72 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 108'281 CHF | 36'594 CHF | 99.38% | 99.38% |
08.05.2024 | 1.40% | 0.72 CHF | 0.73 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 106'756 CHF | 36'086 CHF | 99.36% | 99.36% |
07.05.2024 | 1.42% | 0.71 CHF | 0.72 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 104'596 CHF | 35'365 CHF | 94.72% | 94.72% |
06.05.2024 | 1.50% | 0.66 CHF | 0.67 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 99'336 CHF | 33'612 CHF | 99.37% | 99.37% |
03.05.2024 | 1.48% | 0.67 CHF | 0.68 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 100'939 CHF | 34'146 CHF | 99.36% | 99.36% |
02.05.2024 | 1.39% | 0.69 CHF | 0.70 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 106'963 CHF | 36'154 CHF | 99.37% | 99.37% |