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 | 3.78% | 0.26 CHF | 0.27 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 155'601 CHF | 53'867 CHF | 99.29% | 99.29% |
15.05.2024 | 3.89% | 0.26 CHF | 0.27 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 151'203 CHF | 52'401 CHF | 98.75% | 98.75% |
14.05.2024 | 3.78% | 0.26 CHF | 0.27 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 155'876 CHF | 53'959 CHF | 96.76% | 96.76% |
13.05.2024 | 3.60% | 0.27 CHF | 0.28 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 163'559 CHF | 56'520 CHF | 94.90% | 94.90% |
10.05.2024 | 3.97% | 0.25 CHF | 0.26 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 148'324 CHF | 51'441 CHF | 99.57% | 99.57% |
08.05.2024 | 4.36% | 0.22 CHF | 0.23 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 168'409 CHF | 58'636 CHF | 99.25% | 99.25% |
07.05.2024 | 4.78% | 0.22 CHF | 0.23 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 153'193 CHF | 53'564 CHF | 98.41% | 98.41% |
06.05.2024 | 4.98% | 0.18 CHF | 0.19 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 147'183 CHF | 51'561 CHF | 96.83% | 96.83% |
03.05.2024 | 4.64% | 0.21 CHF | 0.22 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 158'081 CHF | 55'194 CHF | 98.87% | 98.87% |
02.05.2024 | 4.65% | 0.22 CHF | 0.23 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 157'750 CHF | 55'083 CHF | 99.27% | 99.27% |