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 | 2.26% | 0.43 CHF | 0.44 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 327'912 CHF | 111'804 CHF | 99.36% | 99.36% |
15.05.2024 | 2.16% | 0.44 CHF | 0.45 CHF | 750'000 | 250'000 | 749'749 | 249'916 | 343'582 CHF | 117'026 CHF | 99.15% | 99.15% |
14.05.2024 | 2.22% | 0.46 CHF | 0.47 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 333'537 CHF | 113'679 CHF | 99.35% | 99.35% |
13.05.2024 | 2.30% | 0.46 CHF | 0.47 CHF | 750'000 | 250'000 | 750'000 | 249'976 | 322'716 CHF | 110'062 CHF | 98.85% | 98.85% |
10.05.2024 | 2.71% | 0.38 CHF | 0.39 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 273'529 CHF | 93'676 CHF | 99.36% | 99.36% |
08.05.2024 | 3.01% | 0.32 CHF | 0.33 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 245'424 CHF | 84'308 CHF | 99.37% | 99.37% |
07.05.2024 | 2.76% | 0.35 CHF | 0.36 CHF | 750'000 | 250'000 | 750'000 | 249'944 | 267'686 CHF | 91'708 CHF | 98.13% | 98.13% |
06.05.2024 | 2.67% | 0.38 CHF | 0.39 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 276'861 CHF | 94'787 CHF | 99.37% | 99.37% |
03.05.2024 | 2.70% | 0.37 CHF | 0.38 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 274'443 CHF | 93'981 CHF | 99.14% | 99.14% |
02.05.2024 | 2.56% | 0.38 CHF | 0.39 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 289'078 CHF | 98'859 CHF | 99.33% | 99.33% |