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 | 1.85% | 0.52 CHF | 0.53 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 320'829 CHF | 108'943 CHF | 99.38% | 99.38% |
15.05.2024 | 1.90% | 0.53 CHF | 0.54 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 313'553 CHF | 106'518 CHF | 99.15% | 99.15% |
14.05.2024 | 2.12% | 0.49 CHF | 0.50 CHF | 600'000 | 200'000 | 710'901 | 236'967 | 331'251 CHF | 112'787 CHF | 99.36% | 99.36% |
13.05.2024 | 2.37% | 0.42 CHF | 0.43 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 312'354 CHF | 106'618 CHF | 98.84% | 98.84% |
10.05.2024 | 2.26% | 0.43 CHF | 0.44 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 328'189 CHF | 111'896 CHF | 99.37% | 99.37% |
08.05.2024 | 2.51% | 0.40 CHF | 0.41 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 295'486 CHF | 100'995 CHF | 99.36% | 99.36% |
07.05.2024 | 2.42% | 0.41 CHF | 0.42 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 306'112 CHF | 104'537 CHF | 99.38% | 99.38% |
06.05.2024 | 2.51% | 0.39 CHF | 0.40 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 294'934 CHF | 100'811 CHF | 99.36% | 99.36% |
03.05.2024 | 2.55% | 0.39 CHF | 0.40 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 290'022 CHF | 99'174 CHF | 99.13% | 99.13% |
02.05.2024 | 2.90% | 0.33 CHF | 0.34 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 255'416 CHF | 87'639 CHF | 99.31% | 99.31% |