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 | 3.11% | 0.32 CHF | 0.33 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 285'221 CHF | 98'074 CHF | 99.27% | 99.27% |
15.05.2024 | 3.16% | 0.32 CHF | 0.33 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 280'599 CHF | 96'533 CHF | 99.08% | 99.08% |
14.05.2024 | 3.31% | 0.31 CHF | 0.32 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 267'491 CHF | 92'164 CHF | 99.27% | 99.27% |
13.05.2024 | 3.24% | 0.28 CHF | 0.29 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 273'269 CHF | 94'090 CHF | 98.81% | 98.81% |
10.05.2024 | 3.45% | 0.30 CHF | 0.31 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 256'607 CHF | 88'536 CHF | 99.27% | 99.27% |
08.05.2024 | 3.86% | 0.26 CHF | 0.27 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 228'818 CHF | 79'273 CHF | 99.27% | 99.27% |
07.05.2024 | 3.62% | 0.28 CHF | 0.29 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 244'660 CHF | 84'553 CHF | 99.27% | 99.27% |
06.05.2024 | 3.99% | 0.25 CHF | 0.26 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 220'965 CHF | 76'655 CHF | 99.27% | 99.27% |
03.05.2024 | 4.02% | 0.24 CHF | 0.25 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 219'629 CHF | 76'210 CHF | 99.15% | 99.15% |
02.05.2024 | 4.57% | 0.21 CHF | 0.22 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 192'781 CHF | 67'260 CHF | 99.19% | 99.19% |