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 | 3.16% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 186'619 CHF | 64'206 CHF | 98.78% | 98.78% |
15.05.2024 | 2.92% | 0.32 CHF | 0.33 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 202'396 CHF | 69'465 CHF | 99.52% | 99.52% |
14.05.2024 | 2.93% | 0.36 CHF | 0.37 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 201'813 CHF | 69'271 CHF | 99.64% | 99.64% |
13.05.2024 | 3.29% | 0.30 CHF | 0.31 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 179'159 CHF | 61'720 CHF | 99.04% | 99.04% |
10.05.2024 | 2.70% | 0.35 CHF | 0.36 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 219'381 CHF | 75'127 CHF | 99.57% | 99.57% |
08.05.2024 | 2.59% | 0.38 CHF | 0.39 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 229'044 CHF | 78'348 CHF | 99.11% | 99.11% |
07.05.2024 | 2.76% | 0.36 CHF | 0.37 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 214'534 CHF | 73'511 CHF | 99.60% | 99.60% |
06.05.2024 | 2.87% | 0.34 CHF | 0.35 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 206'171 CHF | 70'724 CHF | 99.58% | 99.58% |
03.05.2024 | 3.10% | 0.35 CHF | 0.36 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 191'125 CHF | 65'709 CHF | 99.42% | 99.42% |
02.05.2024 | 3.21% | 0.30 CHF | 0.31 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 184'178 CHF | 63'393 CHF | 99.55% | 99.55% |