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 | 3.65% | 0.28 CHF | 0.29 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 201'730 CHF | 69'743 CHF | 99.52% | 99.52% |
15.05.2024 | 3.83% | 0.26 CHF | 0.27 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 192'081 CHF | 66'527 CHF | 99.21% | 99.21% |
14.05.2024 | 3.96% | 0.25 CHF | 0.26 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 185'465 CHF | 64'322 CHF | 98.02% | 98.02% |
13.05.2024 | 3.92% | 0.24 CHF | 0.25 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 187'528 CHF | 65'009 CHF | 99.40% | 99.40% |
10.05.2024 | 3.69% | 0.26 CHF | 0.27 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 199'456 CHF | 68'986 CHF | 98.57% | 98.57% |
08.05.2024 | 4.38% | 0.23 CHF | 0.24 CHF | 750'000 | 250'000 | 755'332 | 251'777 | 168'770 CHF | 58'775 CHF | 99.39% | 99.39% |
07.05.2024 | 4.09% | 0.24 CHF | 0.25 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 179'786 CHF | 62'429 CHF | 99.40% | 99.40% |
06.05.2024 | 4.05% | 0.25 CHF | 0.26 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 181'719 CHF | 63'073 CHF | 99.39% | 99.39% |
03.05.2024 | 4.18% | 0.21 CHF | 0.22 CHF | 900'000 | 300'000 | 781'973 | 260'658 | 182'756 CHF | 63'525 CHF | 99.32% | 99.32% |
02.05.2024 | 4.05% | 0.24 CHF | 0.25 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 181'309 CHF | 62'936 CHF | 99.33% | 99.33% |