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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 2.02% | 0.49 CHF | 0.50 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 368'170 CHF | 125'223 CHF | 98.82% | 98.82% |
16.05.2024 | 2.20% | 0.47 CHF | 0.48 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 337'673 CHF | 115'058 CHF | 99.00% | 99.00% |
15.05.2024 | 2.34% | 0.42 CHF | 0.43 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 317'029 CHF | 108'176 CHF | 99.02% | 99.02% |
14.05.2024 | 2.44% | 0.41 CHF | 0.42 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 303'499 CHF | 103'666 CHF | 98.27% | 98.27% |
13.05.2024 | 2.69% | 0.43 CHF | 0.44 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 276'169 CHF | 94'556 CHF | 96.26% | 96.26% |
10.05.2024 | 2.62% | 0.37 CHF | 0.38 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 282'395 CHF | 96'632 CHF | 98.63% | 98.63% |
08.05.2024 | 2.53% | 0.36 CHF | 0.37 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 293'571 CHF | 100'357 CHF | 98.07% | 98.07% |
07.05.2024 | 2.24% | 0.44 CHF | 0.45 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 330'941 CHF | 112'814 CHF | 96.74% | 96.74% |
06.05.2024 | 2.28% | 0.43 CHF | 0.44 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 325'808 CHF | 111'103 CHF | 91.94% | 91.94% |
03.05.2024 | 2.36% | 0.42 CHF | 0.43 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 313'992 CHF | 107'164 CHF | 98.02% | 98.02% |