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 | 2.39% | 0.42 CHF | 0.43 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 186'033 CHF | 63'511 CHF | 98.49% | 98.49% |
15.05.2024 | 2.51% | 0.41 CHF | 0.42 CHF | 450'000 | 150'000 | 450'000 | 149'989 | 177'171 CHF | 60'553 CHF | 98.31% | 98.31% |
14.05.2024 | 2.44% | 0.40 CHF | 0.41 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 182'300 CHF | 62'267 CHF | 99.37% | 99.37% |
13.05.2024 | 2.43% | 0.42 CHF | 0.43 CHF | 450'000 | 150'000 | 450'000 | 149'993 | 183'335 CHF | 62'609 CHF | 98.92% | 98.92% |
10.05.2024 | 2.43% | 0.44 CHF | 0.45 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 183'317 CHF | 62'606 CHF | 99.37% | 99.37% |
08.05.2024 | 2.69% | 0.37 CHF | 0.38 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 164'964 CHF | 56'488 CHF | 99.36% | 99.36% |
07.05.2024 | 2.99% | 0.30 CHF | 0.31 CHF | 600'000 | 200'000 | 480'911 | 160'304 | 157'790 CHF | 54'200 CHF | 94.72% | 94.72% |
06.05.2024 | 2.88% | 0.35 CHF | 0.36 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 154'099 CHF | 52'866 CHF | 99.36% | 99.36% |
03.05.2024 | 2.89% | 0.35 CHF | 0.36 CHF | 450'000 | 150'000 | 450'248 | 150'083 | 153'524 CHF | 52'676 CHF | 99.36% | 99.36% |
02.05.2024 | 2.90% | 0.33 CHF | 0.34 CHF | 450'000 | 150'000 | 450'621 | 150'207 | 153'357 CHF | 52'621 CHF | 99.37% | 99.37% |