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 | 1.43% | 0.70 CHF | 0.71 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 103'915 CHF | 35'138 CHF | 98.48% | 98.48% |
15.05.2024 | 1.48% | 0.69 CHF | 0.70 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 100'720 CHF | 34'073 CHF | 98.33% | 98.33% |
14.05.2024 | 1.50% | 0.67 CHF | 0.68 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 99'150 CHF | 33'550 CHF | 99.36% | 99.36% |
13.05.2024 | 1.50% | 0.65 CHF | 0.66 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 99'304 CHF | 33'601 CHF | 98.93% | 98.93% |
10.05.2024 | 1.48% | 0.66 CHF | 0.67 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 100'367 CHF | 33'956 CHF | 99.38% | 99.38% |
08.05.2024 | 1.50% | 0.67 CHF | 0.68 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 98'970 CHF | 33'490 CHF | 99.36% | 99.36% |
07.05.2024 | 1.54% | 0.66 CHF | 0.67 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 96'992 CHF | 32'831 CHF | 94.71% | 94.71% |
06.05.2024 | 1.63% | 0.61 CHF | 0.62 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 91'485 CHF | 30'995 CHF | 99.36% | 99.36% |
03.05.2024 | 1.60% | 0.62 CHF | 0.63 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 92'827 CHF | 31'442 CHF | 99.36% | 99.36% |
02.05.2024 | 1.50% | 0.64 CHF | 0.65 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 99'158 CHF | 33'553 CHF | 99.37% | 99.37% |