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 | 3.28% | 0.31 CHF | 0.32 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 179'921 CHF | 77'467 CHF | 97.56% | 97.56% |
14.05.2024 | 2.93% | 0.34 CHF | 0.35 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 202'081 CHF | 86'700 CHF | 98.72% | 98.72% |
13.05.2024 | 2.89% | 0.34 CHF | 0.35 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 204'303 CHF | 87'626 CHF | 89.12% | 89.12% |
10.05.2024 | 3.03% | 0.34 CHF | 0.35 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 195'153 CHF | 83'814 CHF | 97.14% | 97.14% |
08.05.2024 | 2.49% | 0.40 CHF | 0.41 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 238'104 CHF | 101'710 CHF | 93.57% | 93.57% |
07.05.2024 | 2.51% | 0.39 CHF | 0.40 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 235'800 CHF | 100'750 CHF | 94.97% | 94.97% |
06.05.2024 | 2.60% | 0.38 CHF | 0.39 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 228'047 CHF | 97'520 CHF | 94.87% | 94.87% |
03.05.2024 | 2.55% | 0.40 CHF | 0.41 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 232'132 CHF | 99'222 CHF | 94.58% | 94.58% |
02.05.2024 | 2.57% | 0.39 CHF | 0.40 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 230'481 CHF | 98'534 CHF | 95.15% | 95.15% |
30.04.2024 | 2.38% | 0.43 CHF | 0.44 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 248'952 CHF | 106'230 CHF | 93.98% | 93.98% |