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 | 2.75% | 0.32 CHF | 0.33 CHF | 750'000 | 250'000 | 620'424 | 206'808 | 224'032 CHF | 76'746 CHF | 98.70% | 98.70% |
15.05.2024 | 1.98% | 0.51 CHF | 0.52 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 299'356 CHF | 101'785 CHF | 99.05% | 99.05% |
14.05.2024 | 2.01% | 0.48 CHF | 0.49 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 296'002 CHF | 100'667 CHF | 99.14% | 99.14% |
13.05.2024 | 1.87% | 0.53 CHF | 0.54 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 317'973 CHF | 107'991 CHF | 95.27% | 95.27% |
10.05.2024 | 1.91% | 0.53 CHF | 0.54 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 311'077 CHF | 105'692 CHF | 99.25% | 99.25% |
08.05.2024 | 2.29% | 0.42 CHF | 0.43 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 259'078 CHF | 88'359 CHF | 99.17% | 99.17% |
07.05.2024 | 2.63% | 0.42 CHF | 0.43 CHF | 600'000 | 200'000 | 659'865 | 219'955 | 247'305 CHF | 84'635 CHF | 99.08% | 99.08% |
06.05.2024 | 2.57% | 0.40 CHF | 0.41 CHF | 600'000 | 200'000 | 633'435 | 211'145 | 242'529 CHF | 82'955 CHF | 99.06% | 99.06% |
03.05.2024 | 2.80% | 0.36 CHF | 0.37 CHF | 750'000 | 250'000 | 732'582 | 244'194 | 257'819 CHF | 88'382 CHF | 99.08% | 99.08% |
02.05.2024 | 2.92% | 0.34 CHF | 0.35 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 253'551 CHF | 87'017 CHF | 98.80% | 98.80% |