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 | 2.08% | 0.48 CHF | 0.49 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 285'066 CHF | 97'022 CHF | 99.27% | 99.27% |
15.05.2024 | 2.28% | 0.43 CHF | 0.44 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 259'803 CHF | 88'601 CHF | 99.09% | 99.09% |
14.05.2024 | 2.43% | 0.43 CHF | 0.44 CHF | 600'000 | 200'000 | 697'673 | 232'558 | 282'869 CHF | 96'615 CHF | 99.27% | 99.27% |
13.05.2024 | 2.49% | 0.40 CHF | 0.41 CHF | 750'000 | 250'000 | 749'621 | 249'874 | 297'270 CHF | 101'589 CHF | 98.81% | 98.81% |
10.05.2024 | 2.57% | 0.39 CHF | 0.40 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 287'827 CHF | 98'443 CHF | 99.27% | 99.27% |
08.05.2024 | 2.76% | 0.37 CHF | 0.38 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 267'948 CHF | 91'816 CHF | 99.27% | 99.27% |
07.05.2024 | 3.01% | 0.33 CHF | 0.34 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 245'569 CHF | 84'356 CHF | 99.27% | 99.27% |
06.05.2024 | 3.05% | 0.31 CHF | 0.32 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 242'872 CHF | 83'457 CHF | 99.27% | 99.27% |
03.05.2024 | 3.41% | 0.31 CHF | 0.32 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 217'056 CHF | 74'852 CHF | 99.15% | 99.15% |
02.05.2024 | 3.65% | 0.26 CHF | 0.27 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 201'988 CHF | 69'829 CHF | 99.19% | 99.19% |