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 | 2.69% | 0.36 CHF | 0.37 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 165'340 CHF | 56'614 CHF | 99.74% | 99.74% |
15.05.2024 | 3.19% | 0.32 CHF | 0.33 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 185'234 CHF | 63'745 CHF | 99.45% | 99.45% |
14.05.2024 | 3.18% | 0.29 CHF | 0.30 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 186'120 CHF | 64'040 CHF | 99.58% | 99.58% |
13.05.2024 | 2.78% | 0.34 CHF | 0.35 CHF | 600'000 | 200'000 | 586'620 | 195'540 | 207'746 CHF | 71'204 CHF | 98.90% | 98.90% |
10.05.2024 | 2.69% | 0.38 CHF | 0.39 CHF | 450'000 | 150'000 | 567'607 | 189'202 | 207'511 CHF | 71'062 CHF | 99.57% | 99.57% |
08.05.2024 | 3.00% | 0.32 CHF | 0.33 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 197'204 CHF | 67'735 CHF | 99.57% | 99.57% |
07.05.2024 | 2.82% | 0.35 CHF | 0.36 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 209'732 CHF | 71'911 CHF | 99.57% | 99.57% |
06.05.2024 | 3.12% | 0.34 CHF | 0.35 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 189'846 CHF | 65'282 CHF | 99.57% | 99.57% |
03.05.2024 | 3.61% | 0.30 CHF | 0.31 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 163'723 CHF | 56'574 CHF | 99.44% | 99.44% |
02.05.2024 | 3.92% | 0.24 CHF | 0.25 CHF | 600'000 | 200'000 | 603'056 | 201'019 | 151'027 CHF | 52'353 CHF | 99.60% | 99.60% |