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 | 1.86% | 0.51 CHF | 0.52 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 398'623 CHF | 135'374 CHF | 98.47% | 98.47% |
15.05.2024 | 1.86% | 0.54 CHF | 0.55 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 399'435 CHF | 135'645 CHF | 98.33% | 98.33% |
14.05.2024 | 2.05% | 0.50 CHF | 0.51 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 362'806 CHF | 123'435 CHF | 99.36% | 99.36% |
13.05.2024 | 2.00% | 0.50 CHF | 0.51 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 371'126 CHF | 126'208 CHF | 98.93% | 98.93% |
10.05.2024 | 1.94% | 0.51 CHF | 0.52 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 382'770 CHF | 130'090 CHF | 99.36% | 99.36% |
08.05.2024 | 2.06% | 0.48 CHF | 0.49 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 359'714 CHF | 122'405 CHF | 99.35% | 99.35% |
07.05.2024 | 2.20% | 0.46 CHF | 0.47 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 337'593 CHF | 115'031 CHF | 94.67% | 94.67% |
06.05.2024 | 2.29% | 0.43 CHF | 0.44 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 323'674 CHF | 110'391 CHF | 99.37% | 99.37% |
03.05.2024 | 2.42% | 0.43 CHF | 0.44 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 307'359 CHF | 104'953 CHF | 99.36% | 99.36% |
02.05.2024 | 2.59% | 0.38 CHF | 0.39 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 285'843 CHF | 97'781 CHF | 99.36% | 99.36% |