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 | 2.70% | 0.36 CHF | 0.37 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 219'142 CHF | 75'048 CHF | 99.10% | 99.10% |
15.05.2024 | 2.37% | 0.40 CHF | 0.41 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 250'291 CHF | 85'430 CHF | 99.13% | 99.13% |
14.05.2024 | 2.60% | 0.40 CHF | 0.41 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 227'555 CHF | 77'852 CHF | 99.14% | 99.14% |
13.05.2024 | 2.67% | 0.36 CHF | 0.37 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 221'985 CHF | 75'995 CHF | 95.18% | 95.18% |
10.05.2024 | 2.63% | 0.37 CHF | 0.38 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 225'003 CHF | 77'001 CHF | 99.18% | 99.18% |
08.05.2024 | 2.50% | 0.39 CHF | 0.40 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 237'302 CHF | 81'101 CHF | 99.12% | 99.12% |
07.05.2024 | 2.55% | 0.40 CHF | 0.41 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 232'496 CHF | 79'499 CHF | 99.12% | 99.12% |
06.05.2024 | 3.28% | 0.33 CHF | 0.34 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 180'975 CHF | 62'325 CHF | 99.18% | 99.18% |
03.05.2024 | 3.82% | 0.25 CHF | 0.26 CHF | 600'000 | 200'000 | 613'125 | 204'375 | 157'660 CHF | 54'597 CHF | 99.00% | 99.00% |
02.05.2024 | 4.08% | 0.24 CHF | 0.25 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 144'361 CHF | 50'121 CHF | 99.12% | 99.12% |