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 | 4.79% | 0.19 CHF | 0.20 CHF | 750'000 | 250'000 | 707'024 | 235'675 | 144'095 CHF | 50'388 CHF | 98.11% | 98.11% |
15.05.2024 | 4.27% | 0.23 CHF | 0.24 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 137'725 CHF | 47'908 CHF | 97.83% | 97.83% |
14.05.2024 | 4.50% | 0.22 CHF | 0.23 CHF | 600'000 | 200'000 | 681'325 | 227'108 | 147'784 CHF | 51'533 CHF | 98.90% | 98.90% |
13.05.2024 | 4.59% | 0.22 CHF | 0.23 CHF | 750'000 | 250'000 | 723'410 | 241'137 | 153'984 CHF | 53'739 CHF | 90.57% | 90.57% |
10.05.2024 | 4.34% | 0.22 CHF | 0.23 CHF | 600'000 | 200'000 | 619'499 | 206'500 | 139'456 CHF | 48'550 CHF | 96.70% | 96.70% |
08.05.2024 | 5.16% | 0.19 CHF | 0.20 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 141'790 CHF | 49'764 CHF | 93.11% | 93.11% |
07.05.2024 | 5.08% | 0.20 CHF | 0.21 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 144'033 CHF | 50'511 CHF | 95.17% | 95.17% |
06.05.2024 | 4.87% | 0.20 CHF | 0.21 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 150'438 CHF | 52'646 CHF | 92.76% | 92.76% |
03.05.2024 | 4.91% | 0.19 CHF | 0.20 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 149'189 CHF | 52'230 CHF | 94.96% | 94.96% |
02.05.2024 | 4.76% | 0.21 CHF | 0.22 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 153'927 CHF | 53'809 CHF | 95.43% | 95.43% |