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 | 3.86% | 0.24 CHF | 0.25 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 190'519 CHF | 66'006 CHF | 99.17% | 99.17% |
15.05.2024 | 4.07% | 0.24 CHF | 0.25 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 180'482 CHF | 62'661 CHF | 99.40% | 99.40% |
14.05.2024 | 3.77% | 0.24 CHF | 0.25 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 195'281 CHF | 67'594 CHF | 99.16% | 99.16% |
13.05.2024 | 3.63% | 0.26 CHF | 0.27 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 203'296 CHF | 70'265 CHF | 98.58% | 98.58% |
10.05.2024 | 3.39% | 0.28 CHF | 0.29 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 217'599 CHF | 75'033 CHF | 99.17% | 99.17% |
08.05.2024 | 3.36% | 0.29 CHF | 0.30 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 219'226 CHF | 75'575 CHF | 99.17% | 99.17% |
07.05.2024 | 3.37% | 0.30 CHF | 0.31 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 218'530 CHF | 75'343 CHF | 97.94% | 97.94% |
06.05.2024 | 3.28% | 0.29 CHF | 0.30 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 225'241 CHF | 77'580 CHF | 99.17% | 99.17% |
03.05.2024 | 3.26% | 0.29 CHF | 0.30 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 226'661 CHF | 78'054 CHF | 99.16% | 99.16% |
02.05.2024 | 3.74% | 0.26 CHF | 0.27 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 196'879 CHF | 68'126 CHF | 99.15% | 99.15% |