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 | 4.83% | 0.21 CHF | 0.22 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 151'850 CHF | 53'117 CHF | 99.17% | 99.17% |
15.05.2024 | 5.11% | 0.20 CHF | 0.21 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 143'226 CHF | 50'242 CHF | 94.74% | 94.74% |
14.05.2024 | 4.97% | 0.19 CHF | 0.20 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 147'290 CHF | 51'597 CHF | 99.16% | 99.16% |
13.05.2024 | 4.99% | 0.18 CHF | 0.19 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 146'874 CHF | 51'458 CHF | 98.53% | 98.53% |
10.05.2024 | 4.78% | 0.21 CHF | 0.22 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 153'251 CHF | 53'584 CHF | 99.17% | 99.17% |
08.05.2024 | 5.14% | 0.20 CHF | 0.21 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 142'230 CHF | 49'910 CHF | 99.17% | 99.17% |
07.05.2024 | 4.93% | 0.22 CHF | 0.23 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 148'887 CHF | 52'129 CHF | 97.93% | 97.93% |
06.05.2024 | 5.76% | 0.16 CHF | 0.17 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 126'750 CHF | 44'750 CHF | 99.17% | 99.17% |
03.05.2024 | 5.62% | 0.17 CHF | 0.18 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 129'819 CHF | 45'773 CHF | 99.17% | 99.17% |
02.05.2024 | 6.43% | 0.16 CHF | 0.17 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 112'952 CHF | 40'151 CHF | 99.15% | 99.15% |