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 | 2.77% | 0.35 CHF | 0.36 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 266'751 CHF | 91'417 CHF | 98.90% | 98.90% |
15.05.2024 | 2.48% | 0.39 CHF | 0.40 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 299'361 CHF | 102'287 CHF | 98.80% | 98.80% |
14.05.2024 | 2.58% | 0.39 CHF | 0.40 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 287'176 CHF | 98'226 CHF | 98.40% | 98.40% |
13.05.2024 | 2.87% | 0.36 CHF | 0.37 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 257'429 CHF | 88'310 CHF | 95.22% | 95.22% |
10.05.2024 | 2.82% | 0.36 CHF | 0.37 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 262'609 CHF | 90'036 CHF | 98.88% | 98.88% |
08.05.2024 | 2.84% | 0.33 CHF | 0.34 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 260'276 CHF | 89'259 CHF | 98.15% | 98.15% |
07.05.2024 | 2.68% | 0.38 CHF | 0.39 CHF | 600'000 | 200'000 | 635'410 | 211'803 | 233'470 CHF | 79'942 CHF | 98.87% | 98.87% |
06.05.2024 | 2.80% | 0.35 CHF | 0.36 CHF | 750'000 | 250'000 | 701'476 | 233'825 | 246'818 CHF | 84'611 CHF | 99.10% | 99.10% |
03.05.2024 | 3.06% | 0.33 CHF | 0.34 CHF | 750'000 | 250'000 | 746'744 | 248'915 | 240'733 CHF | 82'733 CHF | 98.61% | 98.61% |
02.05.2024 | 3.11% | 0.31 CHF | 0.32 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 237'835 CHF | 81'779 CHF | 99.08% | 99.08% |