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 | 4.22% | 0.24 CHF | 0.25 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 139'154 CHF | 48'385 CHF | 99.27% | 99.27% |
15.05.2024 | 4.46% | 0.22 CHF | 0.23 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 131'542 CHF | 45'847 CHF | 99.20% | 99.20% |
14.05.2024 | 4.53% | 0.20 CHF | 0.21 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 129'701 CHF | 45'234 CHF | 98.67% | 98.67% |
13.05.2024 | 4.10% | 0.23 CHF | 0.24 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 143'489 CHF | 49'830 CHF | 99.41% | 99.41% |
10.05.2024 | 4.25% | 0.23 CHF | 0.24 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 138'162 CHF | 48'054 CHF | 99.38% | 99.38% |
08.05.2024 | 4.45% | 0.22 CHF | 0.23 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 131'797 CHF | 45'932 CHF | 99.34% | 99.34% |
07.05.2024 | 4.81% | 0.21 CHF | 0.22 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 121'958 CHF | 42'653 CHF | 99.33% | 99.33% |
06.05.2024 | 4.85% | 0.19 CHF | 0.20 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 120'833 CHF | 42'278 CHF | 97.87% | 97.87% |
03.05.2024 | 5.14% | 0.17 CHF | 0.18 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 113'975 CHF | 39'992 CHF | 99.30% | 99.30% |
02.05.2024 | 5.31% | 0.19 CHF | 0.20 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 110'105 CHF | 38'702 CHF | 99.35% | 99.35% |