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 | 4.59% | 0.21 CHF | 0.22 CHF | 750'000 | 250'000 | 744'763 | 248'254 | 158'914 CHF | 55'454 CHF | 99.32% | 99.32% |
15.05.2024 | 3.58% | 0.25 CHF | 0.26 CHF | 600'000 | 200'000 | 610'327 | 203'442 | 167'882 CHF | 57'995 CHF | 99.32% | 99.32% |
14.05.2024 | 3.33% | 0.28 CHF | 0.29 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 177'280 CHF | 61'093 CHF | 99.03% | 99.03% |
13.05.2024 | 3.34% | 0.30 CHF | 0.31 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 176'443 CHF | 60'815 CHF | 99.41% | 99.41% |
10.05.2024 | 3.18% | 0.30 CHF | 0.31 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 186'045 CHF | 64'015 CHF | 99.28% | 99.28% |
08.05.2024 | 4.15% | 0.24 CHF | 0.25 CHF | 750'000 | 250'000 | 750'000 | 249'950 | 177'240 CHF | 61'568 CHF | 99.40% | 99.40% |
07.05.2024 | 4.00% | 0.24 CHF | 0.25 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 183'767 CHF | 63'756 CHF | 99.34% | 99.34% |
06.05.2024 | 3.93% | 0.25 CHF | 0.26 CHF | 750'000 | 250'000 | 749'151 | 249'717 | 187'048 CHF | 64'846 CHF | 99.40% | 99.40% |
03.05.2024 | 4.08% | 0.22 CHF | 0.23 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 180'404 CHF | 62'635 CHF | 99.36% | 99.36% |
02.05.2024 | 3.99% | 0.26 CHF | 0.27 CHF | 750'000 | 250'000 | 722'423 | 240'808 | 177'332 CHF | 61'519 CHF | 99.33% | 99.33% |