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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 2.21% | 0.47 CHF | 0.48 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 268'146 CHF | 91'382 CHF | 99.18% | 99.18% |
14.05.2024 | 2.04% | 0.43 CHF | 0.44 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 294'463 CHF | 100'154 CHF | 96.66% | 96.66% |
13.05.2024 | 1.94% | 0.54 CHF | 0.55 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 306'778 CHF | 104'259 CHF | 98.40% | 98.40% |
10.05.2024 | 2.18% | 0.45 CHF | 0.46 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 272'792 CHF | 92'931 CHF | 95.39% | 95.39% |
08.05.2024 | 2.36% | 0.43 CHF | 0.44 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 250'969 CHF | 85'656 CHF | 97.65% | 97.65% |
07.05.2024 | 2.21% | 0.44 CHF | 0.45 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 268'663 CHF | 91'554 CHF | 99.20% | 99.20% |
06.05.2024 | 2.06% | 0.48 CHF | 0.49 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 287'967 CHF | 97'989 CHF | 99.24% | 99.24% |
03.05.2024 | 2.10% | 0.46 CHF | 0.47 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 282'327 CHF | 96'109 CHF | 98.22% | 98.22% |
02.05.2024 | 2.36% | 0.44 CHF | 0.45 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 251'233 CHF | 85'745 CHF | 99.15% | 99.15% |
30.04.2024 | 2.61% | 0.36 CHF | 0.37 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 227'110 CHF | 77'703 CHF | 99.20% | 99.20% |