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% | 0.27 CHF | 0.28 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 228'821 CHF | 79'274 CHF | 97.33% | 97.33% |
15.05.2024 | 3.41% | 0.24 CHF | 0.25 CHF | 1'000'000 | 400'000 | 902'382 | 302'382 | 261'306 CHF | 90'506 CHF | 99.69% | 99.69% |
14.05.2024 | 3.27% | 0.30 CHF | 0.31 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 270'496 CHF | 93'165 CHF | 98.87% | 98.87% |
13.05.2024 | 3.18% | 0.31 CHF | 0.32 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 278'130 CHF | 95'710 CHF | 98.82% | 98.82% |
10.05.2024 | 3.14% | 0.31 CHF | 0.32 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 282'342 CHF | 97'114 CHF | 99.45% | 99.45% |
08.05.2024 | 3.19% | 0.32 CHF | 0.33 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 277'876 CHF | 95'626 CHF | 99.57% | 99.57% |
07.05.2024 | 2.35% | 0.31 CHF | 0.32 CHF | 900'000 | 300'000 | 791'874 | 263'958 | 342'092 CHF | 116'670 CHF | 98.54% | 98.54% |
06.05.2024 | 2.08% | 0.50 CHF | 0.51 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 357'871 CHF | 121'790 CHF | 99.59% | 99.59% |
03.05.2024 | 2.19% | 0.45 CHF | 0.46 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 339'398 CHF | 115'633 CHF | 99.40% | 99.40% |
02.05.2024 | 2.34% | 0.44 CHF | 0.45 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 316'343 CHF | 107'948 CHF | 99.61% | 99.61% |