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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 2.77% | 0.33 CHF | 0.34 CHF | 750'000 | 250'000 | 617'754 | 205'918 | 219'626 CHF | 75'268 CHF | 99.12% | 99.12% |
14.05.2024 | 2.86% | 0.36 CHF | 0.37 CHF | 600'000 | 200'000 | 703'723 | 234'574 | 242'447 CHF | 83'162 CHF | 99.27% | 99.27% |
13.05.2024 | 2.96% | 0.37 CHF | 0.38 CHF | 600'000 | 200'000 | 713'086 | 237'695 | 237'507 CHF | 81'546 CHF | 98.75% | 98.75% |
10.05.2024 | 3.60% | 0.28 CHF | 0.29 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 204'913 CHF | 70'805 CHF | 99.27% | 99.27% |
08.05.2024 | 3.79% | 0.26 CHF | 0.27 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 194'023 CHF | 67'175 CHF | 99.27% | 99.27% |
07.05.2024 | 3.37% | 0.28 CHF | 0.29 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 219'299 CHF | 75'600 CHF | 98.03% | 98.03% |
06.05.2024 | 3.23% | 0.32 CHF | 0.33 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 228'987 CHF | 78'829 CHF | 99.27% | 99.27% |
03.05.2024 | 3.25% | 0.30 CHF | 0.31 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 227'129 CHF | 78'210 CHF | 99.10% | 99.10% |
02.05.2024 | 3.01% | 0.33 CHF | 0.34 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 245'750 CHF | 84'417 CHF | 99.24% | 99.24% |
30.04.2024 | 2.88% | 0.35 CHF | 0.36 CHF | 750'000 | 250'000 | 744'896 | 248'299 | 255'172 CHF | 87'540 CHF | 98.01% | 98.01% |