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 | 2.66% | 0.37 CHF | 0.38 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 222'377 CHF | 76'126 CHF | 99.35% | 99.35% |
15.05.2024 | 2.73% | 0.38 CHF | 0.39 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 217'105 CHF | 74'368 CHF | 98.77% | 98.77% |
14.05.2024 | 2.66% | 0.37 CHF | 0.38 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 222'456 CHF | 76'152 CHF | 96.43% | 96.43% |
13.05.2024 | 2.55% | 0.38 CHF | 0.39 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 232'105 CHF | 79'368 CHF | 94.60% | 94.60% |
10.05.2024 | 2.78% | 0.36 CHF | 0.37 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 212'861 CHF | 72'954 CHF | 99.58% | 99.58% |
08.05.2024 | 3.01% | 0.32 CHF | 0.33 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 196'449 CHF | 67'483 CHF | 99.28% | 99.28% |
07.05.2024 | 3.26% | 0.32 CHF | 0.33 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 181'242 CHF | 62'414 CHF | 98.01% | 98.01% |
06.05.2024 | 3.41% | 0.27 CHF | 0.28 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 173'114 CHF | 59'705 CHF | 97.17% | 97.17% |
03.05.2024 | 3.19% | 0.30 CHF | 0.31 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 185'358 CHF | 63'786 CHF | 98.16% | 98.16% |
02.05.2024 | 3.24% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 182'043 CHF | 62'681 CHF | 99.24% | 99.24% |