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 | 2.99% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 599'090 | 199'697 | 197'830 CHF | 67'940 CHF | 98.14% | 98.14% |
15.05.2024 | 2.70% | 0.36 CHF | 0.37 CHF | 450'000 | 150'000 | 463'625 | 154'542 | 169'111 CHF | 57'916 CHF | 98.00% | 98.00% |
14.05.2024 | 2.86% | 0.34 CHF | 0.35 CHF | 600'000 | 200'000 | 597'060 | 199'020 | 205'839 CHF | 70'603 CHF | 98.95% | 98.95% |
13.05.2024 | 2.89% | 0.34 CHF | 0.35 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 204'951 CHF | 70'317 CHF | 90.57% | 90.57% |
10.05.2024 | 2.78% | 0.34 CHF | 0.35 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 212'742 CHF | 72'914 CHF | 96.85% | 96.85% |
08.05.2024 | 3.19% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 185'013 CHF | 63'671 CHF | 93.14% | 93.14% |
07.05.2024 | 3.17% | 0.32 CHF | 0.33 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 186'203 CHF | 64'068 CHF | 95.20% | 95.20% |
06.05.2024 | 3.06% | 0.32 CHF | 0.33 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 193'283 CHF | 66'428 CHF | 92.65% | 92.65% |
03.05.2024 | 3.08% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 192'116 CHF | 66'039 CHF | 94.92% | 94.92% |
02.05.2024 | 3.02% | 0.33 CHF | 0.34 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 196'036 CHF | 67'345 CHF | 95.42% | 95.42% |