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 | 2.42% | 0.41 CHF | 0.42 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 245'396 CHF | 83'799 CHF | 97.15% | 97.15% |
15.05.2024 | 2.61% | 0.39 CHF | 0.40 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 227'208 CHF | 77'736 CHF | 98.31% | 98.31% |
14.05.2024 | 2.52% | 0.38 CHF | 0.39 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 234'920 CHF | 80'307 CHF | 97.34% | 97.34% |
13.05.2024 | 2.59% | 0.38 CHF | 0.39 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 228'788 CHF | 78'263 CHF | 93.12% | 93.12% |
10.05.2024 | 2.44% | 0.40 CHF | 0.41 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 242'812 CHF | 82'937 CHF | 98.74% | 98.74% |
08.05.2024 | 2.93% | 0.35 CHF | 0.36 CHF | 600'000 | 200'000 | 732'741 | 244'247 | 246'023 CHF | 84'450 CHF | 96.90% | 96.90% |
07.05.2024 | 3.18% | 0.33 CHF | 0.34 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 232'135 CHF | 79'878 CHF | 96.58% | 96.58% |
06.05.2024 | 3.50% | 0.28 CHF | 0.29 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 210'881 CHF | 72'794 CHF | 90.37% | 90.37% |
03.05.2024 | 3.67% | 0.27 CHF | 0.28 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 200'568 CHF | 69'356 CHF | 95.21% | 95.21% |
02.05.2024 | 3.69% | 0.25 CHF | 0.26 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 199'557 CHF | 69'019 CHF | 97.77% | 97.77% |