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 | 3.83% | 0.23 CHF | 0.24 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 192'503 CHF | 66'668 CHF | 98.47% | 98.47% |
15.05.2024 | 3.79% | 0.27 CHF | 0.28 CHF | 750'000 | 250'000 | 749'982 | 250'000 | 194'986 CHF | 67'497 CHF | 98.33% | 98.33% |
14.05.2024 | 4.95% | 0.22 CHF | 0.23 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 148'133 CHF | 51'878 CHF | 99.36% | 99.36% |
13.05.2024 | 4.55% | 0.22 CHF | 0.23 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 161'191 CHF | 56'230 CHF | 98.93% | 98.93% |
10.05.2024 | 4.21% | 0.23 CHF | 0.24 CHF | 750'000 | 250'000 | 749'880 | 250'000 | 174'537 CHF | 60'689 CHF | 99.36% | 99.36% |
08.05.2024 | 4.86% | 0.20 CHF | 0.21 CHF | 750'000 | 250'000 | 749'933 | 250'000 | 150'904 CHF | 52'806 CHF | 99.35% | 99.35% |
07.05.2024 | 5.76% | 0.18 CHF | 0.19 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 126'639 CHF | 44'713 CHF | 94.64% | 94.64% |
06.05.2024 | 6.42% | 0.15 CHF | 0.16 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 113'216 CHF | 40'239 CHF | 99.37% | 99.37% |
03.05.2024 | 7.46% | 0.15 CHF | 0.16 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 99'017 CHF | 35'506 CHF | 99.36% | 99.36% |
02.05.2024 | 8.81% | 0.10 CHF | 0.11 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 81'647 CHF | 29'716 CHF | 99.36% | 99.36% |