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 | 2.38% | 0.45 CHF | 0.46 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 249'667 CHF | 85'222 CHF | 98.73% | 98.73% |
15.05.2024 | 2.87% | 0.42 CHF | 0.43 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 209'874 CHF | 71'958 CHF | 98.70% | 98.70% |
14.05.2024 | 2.21% | 0.45 CHF | 0.46 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 268'476 CHF | 91'492 CHF | 98.80% | 98.80% |
13.05.2024 | 2.35% | 0.41 CHF | 0.42 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 252'125 CHF | 86'042 CHF | 93.45% | 93.45% |
10.05.2024 | 2.31% | 0.40 CHF | 0.41 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 256'459 CHF | 87'486 CHF | 98.80% | 98.80% |
08.05.2024 | 2.65% | 0.36 CHF | 0.37 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 223'561 CHF | 76'521 CHF | 98.70% | 98.70% |
07.05.2024 | 2.41% | 0.40 CHF | 0.41 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 245'981 CHF | 83'994 CHF | 98.72% | 98.72% |
06.05.2024 | 2.22% | 0.46 CHF | 0.47 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 267'224 CHF | 91'075 CHF | 98.81% | 98.81% |
03.05.2024 | 2.48% | 0.39 CHF | 0.40 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 239'384 CHF | 81'795 CHF | 98.74% | 98.74% |
02.05.2024 | 2.64% | 0.41 CHF | 0.42 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 224'933 CHF | 76'978 CHF | 98.75% | 98.75% |