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 | 1.59% | 0.63 CHF | 0.64 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 93'855 CHF | 31'785 CHF | 98.47% | 98.47% |
15.05.2024 | 1.64% | 0.62 CHF | 0.63 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 90'910 CHF | 30'803 CHF | 98.33% | 98.33% |
14.05.2024 | 1.67% | 0.60 CHF | 0.61 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 89'112 CHF | 30'204 CHF | 99.36% | 99.36% |
13.05.2024 | 1.67% | 0.58 CHF | 0.59 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 89'105 CHF | 30'202 CHF | 98.93% | 98.93% |
10.05.2024 | 1.65% | 0.59 CHF | 0.60 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 90'246 CHF | 30'582 CHF | 99.38% | 99.38% |
08.05.2024 | 1.68% | 0.60 CHF | 0.61 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 88'737 CHF | 30'079 CHF | 99.37% | 99.37% |
07.05.2024 | 1.72% | 0.59 CHF | 0.60 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 86'596 CHF | 29'365 CHF | 94.71% | 94.71% |
06.05.2024 | 1.83% | 0.54 CHF | 0.55 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 81'332 CHF | 27'611 CHF | 99.36% | 99.36% |
03.05.2024 | 1.79% | 0.55 CHF | 0.56 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 82'939 CHF | 28'146 CHF | 99.36% | 99.36% |
02.05.2024 | 1.67% | 0.57 CHF | 0.58 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 88'983 CHF | 30'161 CHF | 99.36% | 99.36% |