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 | 3.47% | 0.29 CHF | 0.30 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 212'432 CHF | 43'986 CHF | 99.17% | 99.17% |
15.05.2024 | 3.58% | 0.28 CHF | 0.29 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 205'609 CHF | 42'622 CHF | 94.74% | 94.74% |
14.05.2024 | 3.56% | 0.27 CHF | 0.28 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 207'010 CHF | 42'902 CHF | 99.16% | 99.16% |
13.05.2024 | 3.55% | 0.26 CHF | 0.27 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 207'869 CHF | 43'074 CHF | 98.53% | 98.53% |
10.05.2024 | 3.45% | 0.28 CHF | 0.29 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 213'973 CHF | 44'295 CHF | 99.17% | 99.17% |
08.05.2024 | 3.63% | 0.28 CHF | 0.29 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 202'928 CHF | 42'086 CHF | 99.17% | 99.17% |
07.05.2024 | 3.56% | 0.30 CHF | 0.31 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 207'317 CHF | 42'963 CHF | 97.93% | 97.93% |
06.05.2024 | 3.92% | 0.25 CHF | 0.26 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 187'848 CHF | 39'070 CHF | 99.17% | 99.17% |
03.05.2024 | 3.87% | 0.25 CHF | 0.26 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 190'228 CHF | 39'546 CHF | 99.16% | 99.16% |
02.05.2024 | 4.25% | 0.23 CHF | 0.24 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 172'960 CHF | 36'092 CHF | 99.15% | 99.15% |