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 | 2.70% | 0.36 CHF | 0.37 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 219'610 CHF | 75'204 CHF | 99.27% | 99.27% |
15.05.2024 | 2.27% | 0.40 CHF | 0.41 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 261'466 CHF | 89'155 CHF | 99.40% | 99.40% |
14.05.2024 | 2.17% | 0.44 CHF | 0.45 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 274'062 CHF | 93'354 CHF | 99.03% | 99.03% |
13.05.2024 | 2.18% | 0.46 CHF | 0.47 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 272'468 CHF | 92'823 CHF | 99.35% | 99.35% |
10.05.2024 | 2.11% | 0.46 CHF | 0.47 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 281'940 CHF | 95'980 CHF | 99.35% | 99.35% |
08.05.2024 | 2.54% | 0.40 CHF | 0.41 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 233'652 CHF | 79'884 CHF | 99.40% | 99.40% |
07.05.2024 | 2.48% | 0.39 CHF | 0.40 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 238'771 CHF | 81'590 CHF | 99.43% | 99.43% |
06.05.2024 | 2.46% | 0.41 CHF | 0.42 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 241'480 CHF | 82'493 CHF | 99.38% | 99.38% |
03.05.2024 | 2.53% | 0.36 CHF | 0.37 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 234'149 CHF | 80'050 CHF | 99.28% | 99.28% |
02.05.2024 | 2.48% | 0.41 CHF | 0.42 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 239'034 CHF | 81'678 CHF | 99.40% | 99.40% |