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 | 4.08% | 0.24 CHF | 0.25 CHF | 600'000 | 200'000 | 718'196 | 239'399 | 172'305 CHF | 59'829 CHF | 98.58% | 98.58% |
15.05.2024 | 4.42% | 0.24 CHF | 0.25 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 166'119 CHF | 57'873 CHF | 99.57% | 99.57% |
14.05.2024 | 4.36% | 0.21 CHF | 0.22 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 168'287 CHF | 58'596 CHF | 99.71% | 99.71% |
13.05.2024 | 3.90% | 0.26 CHF | 0.27 CHF | 600'000 | 200'000 | 620'016 | 206'672 | 156'077 CHF | 54'092 CHF | 99.03% | 99.03% |
10.05.2024 | 4.86% | 0.21 CHF | 0.22 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 150'659 CHF | 52'720 CHF | 99.55% | 99.55% |
08.05.2024 | 5.07% | 0.20 CHF | 0.21 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 144'109 CHF | 50'536 CHF | 99.14% | 99.14% |
07.05.2024 | 4.57% | 0.21 CHF | 0.22 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 160'282 CHF | 55'927 CHF | 99.57% | 99.57% |
06.05.2024 | 4.35% | 0.23 CHF | 0.24 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 168'574 CHF | 58'691 CHF | 99.53% | 99.53% |
03.05.2024 | 4.00% | 0.21 CHF | 0.22 CHF | 750'000 | 250'000 | 716'244 | 238'748 | 175'570 CHF | 60'911 CHF | 99.33% | 99.33% |
02.05.2024 | 3.74% | 0.27 CHF | 0.28 CHF | 600'000 | 200'000 | 601'145 | 200'382 | 157'834 CHF | 54'615 CHF | 99.57% | 99.57% |