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 | 1.11% | 0.94 CHF | 0.95 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 403'264 CHF | 135'921 CHF | 98.94% | 98.94% |
15.05.2024 | 1.15% | 0.87 CHF | 0.88 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 388'459 CHF | 130'986 CHF | 99.46% | 99.46% |
14.05.2024 | 1.20% | 0.84 CHF | 0.85 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 371'484 CHF | 125'328 CHF | 99.05% | 99.05% |
13.05.2024 | 1.32% | 0.77 CHF | 0.78 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 339'612 CHF | 114'704 CHF | 98.94% | 98.94% |
10.05.2024 | 1.20% | 0.81 CHF | 0.82 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 373'292 CHF | 125'931 CHF | 99.23% | 99.23% |
08.05.2024 | 1.16% | 0.86 CHF | 0.87 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 386'202 CHF | 130'234 CHF | 99.51% | 99.51% |
07.05.2024 | 1.19% | 0.88 CHF | 0.89 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 376'776 CHF | 127'092 CHF | 99.44% | 99.44% |
06.05.2024 | 1.23% | 0.80 CHF | 0.81 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 363'938 CHF | 122'812 CHF | 99.40% | 99.40% |
03.05.2024 | 1.23% | 0.76 CHF | 0.77 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 364'714 CHF | 123'071 CHF | 99.24% | 99.24% |
02.05.2024 | 1.26% | 0.79 CHF | 0.80 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 354'188 CHF | 119'563 CHF | 98.89% | 98.89% |