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 | 2.53% | 0.40 CHF | 0.41 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 234'179 CHF | 80'060 CHF | 98.48% | 98.48% |
15.05.2024 | 2.43% | 0.41 CHF | 0.42 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 243'731 CHF | 83'244 CHF | 98.33% | 98.33% |
14.05.2024 | 2.51% | 0.39 CHF | 0.40 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 236'195 CHF | 80'732 CHF | 99.36% | 99.36% |
13.05.2024 | 2.59% | 0.37 CHF | 0.38 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 229'098 CHF | 78'366 CHF | 98.93% | 98.93% |
10.05.2024 | 2.43% | 0.39 CHF | 0.40 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 243'689 CHF | 83'230 CHF | 99.37% | 99.37% |
08.05.2024 | 2.45% | 0.39 CHF | 0.40 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 242'908 CHF | 82'969 CHF | 99.35% | 99.35% |
07.05.2024 | 2.52% | 0.41 CHF | 0.42 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 235'405 CHF | 80'468 CHF | 94.72% | 94.72% |
06.05.2024 | 2.57% | 0.37 CHF | 0.38 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 230'987 CHF | 78'996 CHF | 99.36% | 99.36% |
03.05.2024 | 2.44% | 0.41 CHF | 0.42 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 242'784 CHF | 82'928 CHF | 99.36% | 99.36% |
02.05.2024 | 2.53% | 0.38 CHF | 0.39 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 234'244 CHF | 80'081 CHF | 99.36% | 99.36% |