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 | 2.83% | 0.33 CHF | 0.34 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 208'813 CHF | 71'604 CHF | 99.55% | 99.55% |
14.05.2024 | 2.83% | 0.37 CHF | 0.38 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 209'101 CHF | 71'701 CHF | 99.54% | 99.54% |
13.05.2024 | 3.06% | 0.32 CHF | 0.33 CHF | 750'000 | 250'000 | 738'215 | 246'072 | 237'413 CHF | 81'598 CHF | 99.11% | 99.11% |
10.05.2024 | 2.64% | 0.36 CHF | 0.37 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 224'243 CHF | 76'748 CHF | 99.57% | 99.57% |
08.05.2024 | 2.53% | 0.39 CHF | 0.40 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 234'058 CHF | 80'019 CHF | 99.11% | 99.11% |
07.05.2024 | 2.68% | 0.37 CHF | 0.38 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 220'813 CHF | 75'604 CHF | 99.59% | 99.59% |
06.05.2024 | 2.77% | 0.35 CHF | 0.36 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 213'316 CHF | 73'105 CHF | 99.55% | 99.55% |
03.05.2024 | 2.89% | 0.37 CHF | 0.38 CHF | 600'000 | 200'000 | 610'205 | 203'402 | 208'201 CHF | 71'434 CHF | 99.42% | 99.42% |
02.05.2024 | 2.99% | 0.32 CHF | 0.33 CHF | 750'000 | 250'000 | 644'093 | 214'698 | 212'066 CHF | 72'836 CHF | 99.56% | 99.56% |
30.04.2024 | 2.82% | 0.35 CHF | 0.36 CHF | 600'000 | 200'000 | 607'619 | 202'540 | 213'214 CHF | 73'097 CHF | 96.06% | 96.06% |