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 | 2.82% | 0.36 CHF | 0.37 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 210'093 CHF | 72'031 CHF | 98.47% | 98.47% |
15.05.2024 | 2.72% | 0.37 CHF | 0.38 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 218'098 CHF | 74'699 CHF | 98.33% | 98.33% |
14.05.2024 | 2.82% | 0.35 CHF | 0.36 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 209'621 CHF | 71'874 CHF | 99.35% | 99.35% |
13.05.2024 | 2.90% | 0.32 CHF | 0.33 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 204'322 CHF | 70'107 CHF | 98.93% | 98.93% |
10.05.2024 | 2.71% | 0.34 CHF | 0.35 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 218'351 CHF | 74'784 CHF | 99.37% | 99.37% |
08.05.2024 | 2.73% | 0.35 CHF | 0.36 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 217'836 CHF | 74'612 CHF | 99.35% | 99.35% |
07.05.2024 | 2.80% | 0.37 CHF | 0.38 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 211'008 CHF | 72'336 CHF | 94.72% | 94.72% |
06.05.2024 | 2.87% | 0.33 CHF | 0.34 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 206'030 CHF | 70'677 CHF | 99.36% | 99.36% |
03.05.2024 | 2.72% | 0.37 CHF | 0.38 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 217'762 CHF | 74'587 CHF | 99.36% | 99.36% |
02.05.2024 | 2.83% | 0.34 CHF | 0.35 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 209'300 CHF | 71'767 CHF | 99.36% | 99.36% |