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 | 1.92% | 0.47 CHF | 0.48 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 233'453 CHF | 79'318 CHF | 99.37% | 99.37% |
15.05.2024 | 2.02% | 0.58 CHF | 0.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 221'371 CHF | 75'290 CHF | 99.38% | 99.38% |
14.05.2024 | 2.23% | 0.47 CHF | 0.48 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 199'980 CHF | 68'160 CHF | 99.36% | 99.36% |
13.05.2024 | 2.16% | 0.44 CHF | 0.45 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 205'933 CHF | 70'144 CHF | 98.79% | 98.79% |
10.05.2024 | 1.91% | 0.53 CHF | 0.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 233'319 CHF | 79'273 CHF | 99.37% | 99.37% |
08.05.2024 | 2.63% | 0.42 CHF | 0.43 CHF | 450'000 | 150'000 | 449'962 | 150'000 | 169'235 CHF | 57'916 CHF | 99.37% | 99.37% |
07.05.2024 | 2.82% | 0.32 CHF | 0.33 CHF | 450'000 | 150'000 | 454'311 | 151'397 | 160'540 CHF | 55'013 CHF | 98.15% | 98.15% |
06.05.2024 | 2.31% | 0.42 CHF | 0.43 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 192'470 CHF | 65'657 CHF | 99.38% | 99.38% |
03.05.2024 | 2.25% | 0.44 CHF | 0.45 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 197'487 CHF | 67'329 CHF | 99.34% | 99.34% |
02.05.2024 | 2.58% | 0.41 CHF | 0.42 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 172'609 CHF | 59'036 CHF | 99.36% | 99.36% |