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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 3.05% | 0.34 CHF | 0.35 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 242'449 CHF | 49'990 CHF | 99.12% | 99.12% |
14.05.2024 | 3.03% | 0.33 CHF | 0.34 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 243'863 CHF | 50'273 CHF | 99.27% | 99.27% |
13.05.2024 | 3.25% | 0.31 CHF | 0.32 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 227'117 CHF | 46'924 CHF | 98.75% | 98.75% |
10.05.2024 | 3.06% | 0.31 CHF | 0.32 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 241'354 CHF | 49'771 CHF | 99.27% | 99.27% |
08.05.2024 | 2.60% | 0.37 CHF | 0.38 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 284'648 CHF | 58'430 CHF | 99.27% | 99.27% |
07.05.2024 | 2.55% | 0.38 CHF | 0.39 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 290'731 CHF | 59'646 CHF | 99.27% | 99.27% |
06.05.2024 | 2.66% | 0.37 CHF | 0.38 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 278'596 CHF | 57'219 CHF | 99.27% | 99.27% |
03.05.2024 | 2.64% | 0.37 CHF | 0.38 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 280'366 CHF | 57'573 CHF | 99.11% | 99.11% |
02.05.2024 | 2.81% | 0.36 CHF | 0.37 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 263'446 CHF | 54'189 CHF | 99.24% | 99.24% |
30.04.2024 | 3.02% | 0.33 CHF | 0.34 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 244'983 CHF | 50'497 CHF | 99.14% | 99.14% |