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 | 3.94% | 0.26 CHF | 0.27 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 149'323 CHF | 51'774 CHF | 99.28% | 99.28% |
15.05.2024 | 4.09% | 0.24 CHF | 0.25 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 143'582 CHF | 49'861 CHF | 99.58% | 99.58% |
14.05.2024 | 4.14% | 0.22 CHF | 0.23 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 142'014 CHF | 49'338 CHF | 98.93% | 98.93% |
13.05.2024 | 3.78% | 0.25 CHF | 0.26 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 155'572 CHF | 53'857 CHF | 99.40% | 99.40% |
10.05.2024 | 3.91% | 0.25 CHF | 0.26 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 150'528 CHF | 52'176 CHF | 99.18% | 99.18% |
08.05.2024 | 4.04% | 0.24 CHF | 0.25 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 145'576 CHF | 50'525 CHF | 99.39% | 99.39% |
07.05.2024 | 4.27% | 0.24 CHF | 0.25 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 137'712 CHF | 47'904 CHF | 99.38% | 99.38% |
06.05.2024 | 4.30% | 0.21 CHF | 0.22 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 136'535 CHF | 47'512 CHF | 97.87% | 97.87% |
03.05.2024 | 4.46% | 0.20 CHF | 0.21 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 131'884 CHF | 45'962 CHF | 99.27% | 99.27% |
02.05.2024 | 4.43% | 0.23 CHF | 0.24 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 132'320 CHF | 46'107 CHF | 99.32% | 99.32% |