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 | 3.00% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 196'746 CHF | 67'582 CHF | 99.56% | 99.56% |
14.05.2024 | 3.01% | 0.35 CHF | 0.36 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 196'676 CHF | 67'559 CHF | 99.61% | 99.61% |
13.05.2024 | 3.40% | 0.29 CHF | 0.30 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 173'726 CHF | 59'909 CHF | 99.01% | 99.01% |
10.05.2024 | 2.74% | 0.34 CHF | 0.35 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 215'961 CHF | 73'987 CHF | 99.59% | 99.59% |
08.05.2024 | 2.62% | 0.37 CHF | 0.38 CHF | 450'000 | 150'000 | 450'320 | 150'107 | 169'878 CHF | 58'127 CHF | 99.13% | 99.13% |
07.05.2024 | 2.83% | 0.35 CHF | 0.36 CHF | 450'000 | 150'000 | 594'007 | 198'002 | 206'717 CHF | 70'886 CHF | 99.59% | 99.59% |
06.05.2024 | 2.98% | 0.33 CHF | 0.34 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 198'684 CHF | 68'228 CHF | 99.55% | 99.55% |
03.05.2024 | 3.19% | 0.35 CHF | 0.36 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 185'684 CHF | 63'895 CHF | 99.72% | 99.72% |
02.05.2024 | 3.36% | 0.28 CHF | 0.29 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 175'873 CHF | 60'624 CHF | 99.57% | 99.57% |
30.04.2024 | 3.08% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 586'155 | 195'385 | 187'654 CHF | 64'505 CHF | 96.07% | 96.07% |