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 | 2.98% | 0.34 CHF | 0.35 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 198'622 CHF | 68'207 CHF | 99.17% | 99.17% |
15.05.2024 | 3.12% | 0.33 CHF | 0.34 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 189'410 CHF | 65'137 CHF | 94.74% | 94.74% |
14.05.2024 | 3.09% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 191'094 CHF | 65'698 CHF | 99.16% | 99.16% |
13.05.2024 | 3.11% | 0.30 CHF | 0.31 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 190'362 CHF | 65'454 CHF | 98.53% | 98.53% |
10.05.2024 | 3.05% | 0.33 CHF | 0.34 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 194'017 CHF | 66'672 CHF | 99.17% | 99.17% |
08.05.2024 | 3.25% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 648'038 | 216'013 | 196'057 CHF | 67'513 CHF | 99.17% | 99.17% |
07.05.2024 | 3.15% | 0.34 CHF | 0.35 CHF | 600'000 | 200'000 | 640'651 | 213'550 | 199'763 CHF | 68'723 CHF | 97.93% | 97.93% |
06.05.2024 | 3.58% | 0.27 CHF | 0.28 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 205'926 CHF | 71'142 CHF | 99.17% | 99.17% |
03.05.2024 | 3.51% | 0.27 CHF | 0.28 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 209'852 CHF | 72'451 CHF | 99.17% | 99.17% |
02.05.2024 | 3.92% | 0.26 CHF | 0.27 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 187'622 CHF | 65'041 CHF | 99.14% | 99.14% |