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 | 2.83% | 0.34 CHF | 0.35 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 261'016 CHF | 89'505 CHF | 99.07% | 99.07% |
15.05.2024 | 3.08% | 0.34 CHF | 0.35 CHF | 750'000 | 250'000 | 852'390 | 284'130 | 272'202 CHF | 93'575 CHF | 97.75% | 97.75% |
14.05.2024 | 3.23% | 0.31 CHF | 0.32 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 274'272 CHF | 94'424 CHF | 97.50% | 97.50% |
13.05.2024 | 3.10% | 0.30 CHF | 0.31 CHF | 900'000 | 300'000 | 813'553 | 271'184 | 258'085 CHF | 88'740 CHF | 97.74% | 97.74% |
10.05.2024 | 3.19% | 0.30 CHF | 0.31 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 277'966 CHF | 95'655 CHF | 99.26% | 99.26% |
08.05.2024 | 3.30% | 0.30 CHF | 0.31 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 268'627 CHF | 92'542 CHF | 98.50% | 98.50% |
07.05.2024 | 3.16% | 0.31 CHF | 0.32 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 280'736 CHF | 96'579 CHF | 99.44% | 99.44% |
06.05.2024 | 3.38% | 0.30 CHF | 0.31 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 262'051 CHF | 90'350 CHF | 97.34% | 97.34% |
03.05.2024 | 3.66% | 0.28 CHF | 0.29 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 241'580 CHF | 83'527 CHF | 97.06% | 97.06% |
02.05.2024 | 3.69% | 0.26 CHF | 0.27 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 239'368 CHF | 82'789 CHF | 96.95% | 96.95% |