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 | 2.30% | 0.43 CHF | 0.44 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 258'437 CHF | 88'146 CHF | 99.32% | 99.32% |
15.05.2024 | 2.34% | 0.44 CHF | 0.45 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 253'087 CHF | 86'362 CHF | 98.81% | 98.81% |
14.05.2024 | 2.30% | 0.43 CHF | 0.44 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 258'246 CHF | 88'082 CHF | 96.93% | 96.93% |
13.05.2024 | 2.22% | 0.44 CHF | 0.45 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 266'720 CHF | 90'907 CHF | 94.59% | 94.59% |
10.05.2024 | 2.39% | 0.42 CHF | 0.43 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 248'463 CHF | 84'821 CHF | 99.53% | 99.53% |
08.05.2024 | 2.56% | 0.38 CHF | 0.39 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 231'761 CHF | 79'254 CHF | 99.58% | 99.58% |
07.05.2024 | 2.73% | 0.38 CHF | 0.39 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 216'882 CHF | 74'294 CHF | 98.00% | 98.00% |
06.05.2024 | 2.83% | 0.33 CHF | 0.34 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 209'293 CHF | 71'765 CHF | 96.84% | 96.84% |
03.05.2024 | 2.68% | 0.36 CHF | 0.37 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 221'154 CHF | 75'718 CHF | 98.86% | 98.86% |
02.05.2024 | 2.72% | 0.37 CHF | 0.38 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 217'416 CHF | 74'472 CHF | 99.59% | 99.59% |