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 | 3.50% | 0.27 CHF | 0.28 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 140'286 CHF | 29'057 CHF | 99.27% | 99.27% |
15.05.2024 | 3.30% | 0.28 CHF | 0.29 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 149'086 CHF | 30'817 CHF | 99.07% | 99.07% |
14.05.2024 | 3.48% | 0.30 CHF | 0.31 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 141'301 CHF | 29'260 CHF | 99.27% | 99.27% |
13.05.2024 | 3.71% | 0.30 CHF | 0.31 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 132'854 CHF | 27'571 CHF | 98.47% | 98.47% |
10.05.2024 | 4.81% | 0.21 CHF | 0.22 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 101'648 CHF | 21'330 CHF | 99.27% | 99.27% |
08.05.2024 | 5.03% | 0.19 CHF | 0.20 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 96'947 CHF | 20'389 CHF | 99.27% | 99.27% |
07.05.2024 | 4.45% | 0.21 CHF | 0.22 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 110'156 CHF | 23'031 CHF | 98.13% | 98.13% |
06.05.2024 | 4.19% | 0.24 CHF | 0.25 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 116'940 CHF | 24'388 CHF | 99.27% | 99.27% |
03.05.2024 | 4.23% | 0.23 CHF | 0.24 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 115'642 CHF | 24'128 CHF | 99.17% | 99.17% |
02.05.2024 | 3.85% | 0.25 CHF | 0.26 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 127'467 CHF | 26'494 CHF | 99.27% | 99.27% |