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 | 2.63% | 0.36 CHF | 0.37 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 281'856 CHF | 96'452 CHF | 99.36% | 99.36% |
15.05.2024 | 2.70% | 0.37 CHF | 0.38 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 274'301 CHF | 93'934 CHF | 99.15% | 99.15% |
14.05.2024 | 3.12% | 0.34 CHF | 0.35 CHF | 750'000 | 250'000 | 749'959 | 250'000 | 236'998 CHF | 81'504 CHF | 99.36% | 99.36% |
13.05.2024 | 3.60% | 0.28 CHF | 0.29 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 204'562 CHF | 70'687 CHF | 98.85% | 98.85% |
10.05.2024 | 3.41% | 0.28 CHF | 0.29 CHF | 750'000 | 250'000 | 750'000 | 249'998 | 216'557 CHF | 74'685 CHF | 99.36% | 99.36% |
08.05.2024 | 3.92% | 0.25 CHF | 0.26 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 187'710 CHF | 65'070 CHF | 99.36% | 99.36% |
07.05.2024 | 3.75% | 0.27 CHF | 0.28 CHF | 750'000 | 250'000 | 750'000 | 249'999 | 196'454 CHF | 67'984 CHF | 99.38% | 99.38% |
06.05.2024 | 3.93% | 0.25 CHF | 0.26 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 186'992 CHF | 64'831 CHF | 99.36% | 99.36% |
03.05.2024 | 4.01% | 0.25 CHF | 0.26 CHF | 750'000 | 250'000 | 750'000 | 249'999 | 183'525 CHF | 63'675 CHF | 99.14% | 99.14% |
02.05.2024 | 4.67% | 0.20 CHF | 0.21 CHF | 750'000 | 250'000 | 750'000 | 249'990 | 157'120 CHF | 54'871 CHF | 99.34% | 99.34% |