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 | 4.24% | 0.21 CHF | 0.22 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 138'969 CHF | 48'323 CHF | 98.14% | 98.14% |
15.05.2024 | 3.71% | 0.26 CHF | 0.27 CHF | 600'000 | 200'000 | 518'841 | 172'947 | 136'993 CHF | 47'394 CHF | 98.00% | 98.00% |
14.05.2024 | 4.03% | 0.24 CHF | 0.25 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 145'873 CHF | 50'624 CHF | 98.90% | 98.90% |
13.05.2024 | 4.06% | 0.24 CHF | 0.25 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 144'998 CHF | 50'333 CHF | 90.58% | 90.58% |
10.05.2024 | 3.87% | 0.24 CHF | 0.25 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 152'222 CHF | 52'741 CHF | 97.06% | 97.06% |
08.05.2024 | 4.70% | 0.20 CHF | 0.21 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 124'719 CHF | 43'573 CHF | 93.11% | 93.11% |
07.05.2024 | 4.65% | 0.22 CHF | 0.23 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 126'203 CHF | 44'068 CHF | 95.18% | 95.18% |
06.05.2024 | 4.41% | 0.22 CHF | 0.23 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 133'156 CHF | 46'385 CHF | 92.69% | 92.69% |
03.05.2024 | 4.42% | 0.21 CHF | 0.22 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 132'734 CHF | 46'245 CHF | 94.86% | 94.86% |
02.05.2024 | 4.31% | 0.23 CHF | 0.24 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 136'351 CHF | 47'450 CHF | 95.50% | 95.50% |