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 | 2.28% | 0.43 CHF | 0.44 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 325'023 CHF | 66'505 CHF | 98.48% | 98.48% |
15.05.2024 | 2.36% | 0.43 CHF | 0.44 CHF | 750'000 | 150'000 | 749'988 | 150'000 | 314'169 CHF | 64'335 CHF | 98.33% | 98.33% |
14.05.2024 | 2.33% | 0.44 CHF | 0.45 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 318'787 CHF | 65'257 CHF | 99.36% | 99.36% |
13.05.2024 | 2.61% | 0.38 CHF | 0.39 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 283'737 CHF | 58'247 CHF | 98.93% | 98.93% |
10.05.2024 | 2.64% | 0.38 CHF | 0.39 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 280'625 CHF | 57'625 CHF | 99.38% | 99.38% |
08.05.2024 | 2.92% | 0.35 CHF | 0.36 CHF | 750'000 | 150'000 | 750'000 | 179'861 | 252'913 CHF | 62'296 CHF | 99.35% | 99.35% |
07.05.2024 | 3.11% | 0.32 CHF | 0.33 CHF | 750'000 | 200'000 | 750'000 | 200'000 | 237'588 CHF | 65'357 CHF | 94.72% | 94.72% |
06.05.2024 | 3.11% | 0.32 CHF | 0.33 CHF | 750'000 | 200'000 | 750'000 | 200'000 | 237'132 CHF | 65'235 CHF | 99.36% | 99.36% |
03.05.2024 | 3.27% | 0.31 CHF | 0.32 CHF | 750'000 | 200'000 | 750'000 | 200'000 | 226'122 CHF | 62'299 CHF | 99.36% | 99.36% |
02.05.2024 | 3.61% | 0.25 CHF | 0.26 CHF | 750'000 | 200'000 | 750'000 | 200'000 | 204'199 CHF | 56'453 CHF | 99.36% | 99.36% |