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 | 3.89% | 0.25 CHF | 0.26 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 188'996 CHF | 65'499 CHF | 98.48% | 98.48% |
15.05.2024 | 4.01% | 0.25 CHF | 0.26 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 183'208 CHF | 63'569 CHF | 98.33% | 98.33% |
14.05.2024 | 3.88% | 0.26 CHF | 0.27 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 189'814 CHF | 65'771 CHF | 99.37% | 99.37% |
13.05.2024 | 4.34% | 0.23 CHF | 0.24 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 169'232 CHF | 58'911 CHF | 98.93% | 98.93% |
10.05.2024 | 4.44% | 0.23 CHF | 0.24 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 165'420 CHF | 57'640 CHF | 99.37% | 99.37% |
08.05.2024 | 4.88% | 0.20 CHF | 0.21 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 149'975 CHF | 52'492 CHF | 99.35% | 99.35% |
07.05.2024 | 5.10% | 0.19 CHF | 0.20 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 143'588 CHF | 50'363 CHF | 94.73% | 94.73% |
06.05.2024 | 4.98% | 0.20 CHF | 0.21 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 146'840 CHF | 51'447 CHF | 99.36% | 99.36% |
03.05.2024 | 5.17% | 0.20 CHF | 0.21 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 141'489 CHF | 49'663 CHF | 99.36% | 99.36% |
02.05.2024 | 5.75% | 0.16 CHF | 0.17 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 126'827 CHF | 44'776 CHF | 99.36% | 99.36% |