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 | 4.94% | 0.20 CHF | 0.21 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 148'157 CHF | 51'886 CHF | 98.49% | 98.49% |
15.05.2024 | 4.95% | 0.21 CHF | 0.22 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 147'955 CHF | 51'818 CHF | 98.32% | 98.32% |
14.05.2024 | 4.82% | 0.20 CHF | 0.21 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 152'296 CHF | 53'265 CHF | 99.36% | 99.36% |
13.05.2024 | 5.01% | 0.18 CHF | 0.19 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 146'245 CHF | 51'248 CHF | 98.93% | 98.93% |
10.05.2024 | 4.63% | 0.22 CHF | 0.23 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 158'399 CHF | 55'300 CHF | 99.36% | 99.36% |
08.05.2024 | 4.78% | 0.20 CHF | 0.21 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 153'136 CHF | 53'545 CHF | 99.36% | 99.36% |
07.05.2024 | 5.15% | 0.20 CHF | 0.21 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 142'046 CHF | 49'849 CHF | 94.67% | 94.67% |
06.05.2024 | 5.05% | 0.18 CHF | 0.19 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 144'865 CHF | 50'788 CHF | 99.37% | 99.37% |
03.05.2024 | 5.21% | 0.19 CHF | 0.20 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 140'379 CHF | 49'293 CHF | 99.36% | 99.36% |
02.05.2024 | 5.13% | 0.19 CHF | 0.20 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 142'647 CHF | 50'049 CHF | 99.36% | 99.36% |