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 | 1.17% | 0.82 CHF | 0.83 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 382'760 CHF | 129'087 CHF | 98.49% | 98.49% |
15.05.2024 | 1.09% | 0.92 CHF | 0.93 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 409'418 CHF | 137'973 CHF | 98.31% | 98.31% |
14.05.2024 | 1.13% | 0.94 CHF | 0.95 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 397'998 CHF | 134'166 CHF | 99.35% | 99.35% |
13.05.2024 | 1.17% | 0.86 CHF | 0.87 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 383'567 CHF | 129'356 CHF | 98.93% | 98.93% |
10.05.2024 | 1.29% | 0.81 CHF | 0.82 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 347'128 CHF | 117'209 CHF | 99.38% | 99.38% |
08.05.2024 | 1.49% | 0.67 CHF | 0.68 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 300'757 CHF | 101'752 CHF | 99.36% | 99.36% |
07.05.2024 | 1.76% | 0.61 CHF | 0.62 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 253'596 CHF | 86'032 CHF | 94.72% | 94.72% |
06.05.2024 | 1.92% | 0.48 CHF | 0.49 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 231'839 CHF | 78'780 CHF | 99.36% | 99.36% |
03.05.2024 | 1.89% | 0.48 CHF | 0.49 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 235'748 CHF | 80'083 CHF | 99.34% | 99.34% |
02.05.2024 | 1.76% | 0.55 CHF | 0.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 254'420 CHF | 86'307 CHF | 99.36% | 99.36% |