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 | 2.30% | 0.44 CHF | 0.45 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 258'177 CHF | 88'059 CHF | 98.47% | 98.47% |
15.05.2024 | 2.22% | 0.45 CHF | 0.46 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 267'674 CHF | 91'225 CHF | 98.33% | 98.33% |
14.05.2024 | 2.28% | 0.43 CHF | 0.44 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 260'188 CHF | 88'729 CHF | 99.36% | 99.36% |
13.05.2024 | 2.35% | 0.41 CHF | 0.42 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 252'644 CHF | 86'215 CHF | 98.93% | 98.93% |
10.05.2024 | 2.23% | 0.42 CHF | 0.43 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 266'752 CHF | 90'917 CHF | 99.37% | 99.37% |
08.05.2024 | 2.23% | 0.43 CHF | 0.44 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 266'188 CHF | 90'730 CHF | 99.35% | 99.35% |
07.05.2024 | 2.29% | 0.45 CHF | 0.46 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 259'057 CHF | 88'352 CHF | 94.72% | 94.72% |
06.05.2024 | 2.33% | 0.41 CHF | 0.42 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 254'459 CHF | 86'820 CHF | 99.36% | 99.36% |
03.05.2024 | 2.23% | 0.45 CHF | 0.46 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 266'210 CHF | 90'737 CHF | 99.36% | 99.36% |
02.05.2024 | 2.31% | 0.42 CHF | 0.43 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 257'403 CHF | 87'801 CHF | 99.36% | 99.36% |