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 | 3.14% | 0.33 CHF | 0.34 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 188'257 CHF | 64'752 CHF | 99.28% | 99.28% |
15.05.2024 | 3.25% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 181'745 CHF | 62'582 CHF | 99.57% | 99.57% |
14.05.2024 | 3.22% | 0.28 CHF | 0.29 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 183'387 CHF | 63'129 CHF | 98.92% | 98.92% |
13.05.2024 | 3.01% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 196'170 CHF | 67'390 CHF | 99.40% | 99.40% |
10.05.2024 | 3.08% | 0.32 CHF | 0.33 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 191'722 CHF | 65'907 CHF | 99.39% | 99.39% |
08.05.2024 | 3.17% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 186'512 CHF | 64'171 CHF | 99.37% | 99.37% |
07.05.2024 | 3.34% | 0.30 CHF | 0.31 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 176'761 CHF | 60'920 CHF | 99.42% | 99.42% |
06.05.2024 | 3.31% | 0.28 CHF | 0.29 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 178'144 CHF | 61'382 CHF | 97.86% | 97.86% |
03.05.2024 | 3.42% | 0.27 CHF | 0.28 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 172'579 CHF | 59'526 CHF | 99.21% | 99.21% |
02.05.2024 | 3.39% | 0.30 CHF | 0.31 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 174'202 CHF | 60'067 CHF | 99.38% | 99.38% |