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 | 2.34% | 0.41 CHF | 0.42 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 317'124 CHF | 108'208 CHF | 99.37% | 99.37% |
15.05.2024 | 2.40% | 0.42 CHF | 0.43 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 309'330 CHF | 105'610 CHF | 99.15% | 99.15% |
14.05.2024 | 2.72% | 0.38 CHF | 0.39 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 271'988 CHF | 93'163 CHF | 99.36% | 99.36% |
13.05.2024 | 3.10% | 0.32 CHF | 0.33 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 238'086 CHF | 81'862 CHF | 98.84% | 98.84% |
10.05.2024 | 2.94% | 0.33 CHF | 0.34 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 251'548 CHF | 86'350 CHF | 99.37% | 99.37% |
08.05.2024 | 3.31% | 0.30 CHF | 0.31 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 223'231 CHF | 76'910 CHF | 99.36% | 99.36% |
07.05.2024 | 3.17% | 0.31 CHF | 0.32 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 232'745 CHF | 80'082 CHF | 99.38% | 99.38% |
06.05.2024 | 3.32% | 0.30 CHF | 0.31 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 222'051 CHF | 76'517 CHF | 99.36% | 99.36% |
03.05.2024 | 3.35% | 0.29 CHF | 0.30 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 220'191 CHF | 75'897 CHF | 99.13% | 99.13% |
02.05.2024 | 3.89% | 0.24 CHF | 0.25 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 188'920 CHF | 65'473 CHF | 99.33% | 99.33% |