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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 2.78% | 0.34 CHF | 0.35 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 213'261 CHF | 73'087 CHF | 98.28% | 98.28% |
16.05.2024 | 2.68% | 0.37 CHF | 0.38 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 221'079 CHF | 75'693 CHF | 99.09% | 99.09% |
15.05.2024 | 3.01% | 0.35 CHF | 0.36 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 196'377 CHF | 67'459 CHF | 98.33% | 98.33% |
14.05.2024 | 3.19% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 185'007 CHF | 63'669 CHF | 98.18% | 98.18% |
13.05.2024 | 2.99% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 198'054 CHF | 68'018 CHF | 96.61% | 96.61% |
10.05.2024 | 3.14% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 187'992 CHF | 64'664 CHF | 99.25% | 99.25% |
08.05.2024 | 3.30% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 600'833 | 200'273 | 179'173 CHF | 61'726 CHF | 98.07% | 98.07% |
07.05.2024 | 3.12% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 189'622 CHF | 65'207 CHF | 98.59% | 98.59% |
06.05.2024 | 3.41% | 0.30 CHF | 0.31 CHF | 600'000 | 200'000 | 644'481 | 214'827 | 185'798 CHF | 64'081 CHF | 98.01% | 98.01% |
03.05.2024 | 3.82% | 0.27 CHF | 0.28 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 192'866 CHF | 66'789 CHF | 97.40% | 97.40% |