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 | 2.14% | 0.47 CHF | 0.48 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 277'599 CHF | 94'533 CHF | 99.45% | 99.45% |
15.05.2024 | 2.22% | 0.45 CHF | 0.46 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 267'411 CHF | 91'137 CHF | 99.22% | 99.22% |
14.05.2024 | 2.27% | 0.44 CHF | 0.45 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 261'818 CHF | 89'273 CHF | 97.54% | 97.54% |
13.05.2024 | 2.25% | 0.42 CHF | 0.43 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 263'840 CHF | 89'947 CHF | 99.41% | 99.41% |
10.05.2024 | 2.16% | 0.45 CHF | 0.46 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 274'241 CHF | 93'414 CHF | 98.61% | 98.61% |
08.05.2024 | 2.45% | 0.41 CHF | 0.42 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 242'413 CHF | 82'804 CHF | 99.34% | 99.34% |
07.05.2024 | 2.33% | 0.42 CHF | 0.43 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 254'351 CHF | 86'784 CHF | 99.40% | 99.40% |
06.05.2024 | 2.34% | 0.43 CHF | 0.44 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 253'479 CHF | 86'493 CHF | 99.33% | 99.33% |
03.05.2024 | 2.42% | 0.38 CHF | 0.39 CHF | 750'000 | 250'000 | 629'837 | 209'946 | 256'611 CHF | 87'636 CHF | 99.30% | 99.30% |
02.05.2024 | 2.35% | 0.42 CHF | 0.43 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 252'883 CHF | 86'294 CHF | 99.35% | 99.35% |