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 | 4.28% | 0.22 CHF | 0.23 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 171'734 CHF | 35'847 CHF | 99.17% | 99.17% |
15.05.2024 | 4.63% | 0.23 CHF | 0.24 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 158'580 CHF | 33'216 CHF | 94.74% | 94.74% |
14.05.2024 | 4.69% | 0.23 CHF | 0.24 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 156'747 CHF | 32'849 CHF | 99.16% | 99.16% |
13.05.2024 | 4.55% | 0.21 CHF | 0.22 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 161'082 CHF | 33'716 CHF | 98.53% | 98.53% |
10.05.2024 | 4.47% | 0.21 CHF | 0.22 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 164'357 CHF | 34'372 CHF | 99.16% | 99.16% |
08.05.2024 | 4.83% | 0.21 CHF | 0.22 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 151'593 CHF | 31'819 CHF | 99.17% | 99.17% |
07.05.2024 | 5.43% | 0.20 CHF | 0.21 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 134'495 CHF | 28'399 CHF | 97.93% | 97.93% |
06.05.2024 | 5.41% | 0.18 CHF | 0.19 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 134'894 CHF | 28'479 CHF | 99.17% | 99.17% |
03.05.2024 | 5.51% | 0.18 CHF | 0.19 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 132'828 CHF | 28'066 CHF | 99.16% | 99.16% |
02.05.2024 | 5.34% | 0.18 CHF | 0.19 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 136'869 CHF | 28'874 CHF | 99.14% | 99.14% |