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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 2.58% | 0.39 CHF | 0.40 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 287'052 CHF | 98'184 CHF | 99.59% | 99.59% |
16.05.2024 | 2.68% | 0.37 CHF | 0.38 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 276'482 CHF | 94'661 CHF | 99.54% | 99.54% |
15.05.2024 | 2.58% | 0.38 CHF | 0.39 CHF | 750'000 | 250'000 | 749'560 | 249'853 | 286'407 CHF | 97'967 CHF | 99.69% | 99.69% |
14.05.2024 | 2.70% | 0.39 CHF | 0.40 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 274'324 CHF | 93'941 CHF | 99.61% | 99.61% |
13.05.2024 | 2.67% | 0.37 CHF | 0.38 CHF | 750'000 | 250'000 | 660'719 | 220'240 | 243'968 CHF | 83'525 CHF | 99.06% | 99.06% |
10.05.2024 | 2.74% | 0.36 CHF | 0.37 CHF | 750'000 | 250'000 | 714'787 | 238'262 | 257'201 CHF | 88'116 CHF | 99.72% | 99.72% |
08.05.2024 | 3.19% | 0.31 CHF | 0.32 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 231'700 CHF | 79'733 CHF | 99.57% | 99.57% |
07.05.2024 | 3.29% | 0.31 CHF | 0.32 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 224'573 CHF | 77'358 CHF | 99.59% | 99.59% |
06.05.2024 | 3.70% | 0.27 CHF | 0.28 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 238'684 CHF | 82'561 CHF | 99.55% | 99.55% |
03.05.2024 | 3.66% | 0.26 CHF | 0.27 CHF | 900'000 | 300'000 | 899'952 | 299'984 | 241'360 CHF | 83'453 CHF | 99.32% | 99.32% |