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 | 2.62% | 0.36 CHF | 0.37 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 282'864 CHF | 58'073 CHF | 99.17% | 99.17% |
15.05.2024 | 2.80% | 0.37 CHF | 0.38 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 264'014 CHF | 54'303 CHF | 94.74% | 94.74% |
14.05.2024 | 2.79% | 0.38 CHF | 0.39 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 265'276 CHF | 54'555 CHF | 99.15% | 99.15% |
13.05.2024 | 2.74% | 0.35 CHF | 0.36 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 269'627 CHF | 55'425 CHF | 98.53% | 98.53% |
10.05.2024 | 2.68% | 0.36 CHF | 0.37 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 275'788 CHF | 56'658 CHF | 99.16% | 99.16% |
08.05.2024 | 2.85% | 0.36 CHF | 0.37 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 259'489 CHF | 53'398 CHF | 99.17% | 99.17% |
07.05.2024 | 3.09% | 0.34 CHF | 0.35 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 239'009 CHF | 49'302 CHF | 97.93% | 97.93% |
06.05.2024 | 3.14% | 0.31 CHF | 0.32 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 235'348 CHF | 48'570 CHF | 99.17% | 99.17% |
03.05.2024 | 3.17% | 0.32 CHF | 0.33 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 232'980 CHF | 48'096 CHF | 99.16% | 99.16% |
02.05.2024 | 3.11% | 0.31 CHF | 0.32 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 237'681 CHF | 49'036 CHF | 99.14% | 99.14% |