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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 2.38% | 0.43 CHF | 0.44 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 311'858 CHF | 106'453 CHF | 97.65% | 97.65% |
14.05.2024 | 2.45% | 0.40 CHF | 0.41 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 302'099 CHF | 103'200 CHF | 93.90% | 93.90% |
13.05.2024 | 2.57% | 0.39 CHF | 0.40 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 287'990 CHF | 98'497 CHF | 92.04% | 92.04% |
10.05.2024 | 2.69% | 0.37 CHF | 0.38 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 275'411 CHF | 94'304 CHF | 96.36% | 96.36% |
08.05.2024 | 2.74% | 0.35 CHF | 0.36 CHF | 900'000 | 300'000 | 767'692 | 255'897 | 276'675 CHF | 94'784 CHF | 98.90% | 98.90% |
07.05.2024 | 3.79% | 0.27 CHF | 0.28 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 233'273 CHF | 80'758 CHF | 99.59% | 99.59% |
06.05.2024 | 3.87% | 0.24 CHF | 0.25 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 228'417 CHF | 79'139 CHF | 97.13% | 97.13% |
03.05.2024 | 3.98% | 0.24 CHF | 0.25 CHF | 900'000 | 300'000 | 901'221 | 301'221 | 222'077 CHF | 77'233 CHF | 99.28% | 99.28% |
02.05.2024 | 4.13% | 0.24 CHF | 0.25 CHF | 900'000 | 300'000 | 936'386 | 336'386 | 221'721 CHF | 82'869 CHF | 99.48% | 99.48% |
30.04.2024 | 3.66% | 0.25 CHF | 0.26 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 241'497 CHF | 83'499 CHF | 99.29% | 99.29% |