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 | 1.80% | 0.63 CHF | 0.64 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 414'450 CHF | 140'650 CHF | 96.85% | 96.85% |
15.05.2024 | 2.19% | 0.50 CHF | 0.51 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 339'053 CHF | 115'518 CHF | 98.66% | 98.66% |
14.05.2024 | 2.43% | 0.43 CHF | 0.44 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 305'082 CHF | 104'194 CHF | 98.70% | 98.70% |
13.05.2024 | 2.30% | 0.44 CHF | 0.45 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 322'143 CHF | 109'881 CHF | 97.81% | 97.81% |
10.05.2024 | 2.21% | 0.43 CHF | 0.44 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 336'468 CHF | 114'656 CHF | 96.65% | 96.65% |
08.05.2024 | 2.12% | 0.45 CHF | 0.46 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 350'621 CHF | 119'374 CHF | 98.57% | 98.57% |
07.05.2024 | 2.03% | 0.51 CHF | 0.52 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 366'156 CHF | 124'552 CHF | 97.52% | 97.52% |
06.05.2024 | 2.11% | 0.49 CHF | 0.50 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 352'055 CHF | 119'852 CHF | 97.70% | 97.70% |
03.05.2024 | 2.54% | 0.40 CHF | 0.41 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 349'803 CHF | 119'601 CHF | 98.60% | 98.60% |
02.05.2024 | 2.56% | 0.37 CHF | 0.38 CHF | 900'000 | 300'000 | 784'345 | 261'448 | 302'548 CHF | 103'464 CHF | 96.56% | 96.56% |