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 | 3.74% | 0.26 CHF | 0.27 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 118'210 CHF | 40'903 CHF | 99.37% | 99.37% |
15.05.2024 | 3.69% | 0.26 CHF | 0.27 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 119'754 CHF | 41'418 CHF | 99.15% | 99.15% |
14.05.2024 | 3.64% | 0.27 CHF | 0.28 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 121'521 CHF | 42'007 CHF | 99.35% | 99.35% |
13.05.2024 | 3.82% | 0.26 CHF | 0.27 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 115'638 CHF | 40'046 CHF | 98.84% | 98.84% |
10.05.2024 | 3.96% | 0.25 CHF | 0.26 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 111'326 CHF | 38'609 CHF | 99.36% | 99.36% |
08.05.2024 | 4.44% | 0.24 CHF | 0.25 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 99'331 CHF | 34'610 CHF | 99.36% | 99.36% |
07.05.2024 | 4.82% | 0.21 CHF | 0.22 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 91'208 CHF | 31'903 CHF | 99.37% | 99.37% |
06.05.2024 | 4.75% | 0.21 CHF | 0.22 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 92'650 CHF | 32'383 CHF | 99.37% | 99.37% |
03.05.2024 | 4.95% | 0.20 CHF | 0.21 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 88'766 CHF | 31'089 CHF | 99.14% | 99.14% |
02.05.2024 | 5.44% | 0.18 CHF | 0.19 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 80'537 CHF | 28'346 CHF | 99.33% | 99.33% |