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 | 2.35% | 0.41 CHF | 0.42 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 252'476 CHF | 86'159 CHF | 98.96% | 98.96% |
15.05.2024 | 2.35% | 0.40 CHF | 0.41 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 252'219 CHF | 86'073 CHF | 98.43% | 98.43% |
14.05.2024 | 2.48% | 0.42 CHF | 0.43 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 238'909 CHF | 81'636 CHF | 99.42% | 99.42% |
13.05.2024 | 2.27% | 0.44 CHF | 0.45 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 261'680 CHF | 89'227 CHF | 98.58% | 98.58% |
10.05.2024 | 2.25% | 0.44 CHF | 0.45 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 263'160 CHF | 89'720 CHF | 96.98% | 96.98% |
08.05.2024 | 2.50% | 0.40 CHF | 0.41 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 237'239 CHF | 81'080 CHF | 99.43% | 99.43% |
07.05.2024 | 2.89% | 0.35 CHF | 0.36 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 204'571 CHF | 70'190 CHF | 99.58% | 99.58% |
06.05.2024 | 3.28% | 0.31 CHF | 0.32 CHF | 750'000 | 250'000 | 735'434 | 245'145 | 220'650 CHF | 76'001 CHF | 99.57% | 99.57% |
03.05.2024 | 3.74% | 0.25 CHF | 0.26 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 197'155 CHF | 68'218 CHF | 98.65% | 98.65% |
02.05.2024 | 3.09% | 0.30 CHF | 0.31 CHF | 600'000 | 200'000 | 600'857 | 200'286 | 191'279 CHF | 65'763 CHF | 99.60% | 99.60% |