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 | 1.58% | 0.63 CHF | 0.64 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 94'003 CHF | 31'834 CHF | 98.47% | 98.47% |
15.05.2024 | 1.63% | 0.62 CHF | 0.63 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 91'083 CHF | 30'861 CHF | 98.33% | 98.33% |
14.05.2024 | 1.65% | 0.61 CHF | 0.62 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 89'941 CHF | 30'480 CHF | 99.36% | 99.36% |
13.05.2024 | 1.66% | 0.59 CHF | 0.60 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 89'884 CHF | 30'462 CHF | 98.93% | 98.93% |
10.05.2024 | 1.63% | 0.60 CHF | 0.61 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 91'063 CHF | 30'854 CHF | 99.38% | 99.38% |
08.05.2024 | 1.66% | 0.61 CHF | 0.62 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 89'554 CHF | 30'351 CHF | 99.36% | 99.36% |
07.05.2024 | 1.70% | 0.59 CHF | 0.60 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 87'520 CHF | 29'673 CHF | 94.72% | 94.72% |
06.05.2024 | 1.80% | 0.55 CHF | 0.56 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 82'783 CHF | 28'094 CHF | 99.37% | 99.37% |
03.05.2024 | 1.77% | 0.56 CHF | 0.57 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 83'887 CHF | 28'462 CHF | 99.35% | 99.35% |
02.05.2024 | 1.67% | 0.58 CHF | 0.59 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 89'247 CHF | 30'249 CHF | 99.37% | 99.37% |