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 | 2.43% | 0.39 CHF | 0.40 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 305'006 CHF | 62'501 CHF | 99.17% | 99.17% |
15.05.2024 | 2.61% | 0.40 CHF | 0.41 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 284'185 CHF | 58'337 CHF | 94.74% | 94.74% |
14.05.2024 | 2.63% | 0.40 CHF | 0.41 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 281'581 CHF | 57'816 CHF | 99.15% | 99.15% |
13.05.2024 | 2.57% | 0.37 CHF | 0.38 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 288'032 CHF | 59'106 CHF | 98.53% | 98.53% |
10.05.2024 | 2.54% | 0.38 CHF | 0.39 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 292'032 CHF | 59'906 CHF | 99.16% | 99.16% |
08.05.2024 | 2.71% | 0.38 CHF | 0.39 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 272'889 CHF | 56'078 CHF | 99.17% | 99.17% |
07.05.2024 | 2.99% | 0.36 CHF | 0.37 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 247'520 CHF | 51'004 CHF | 97.93% | 97.93% |
06.05.2024 | 3.01% | 0.33 CHF | 0.34 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 245'917 CHF | 50'683 CHF | 99.17% | 99.17% |
03.05.2024 | 3.05% | 0.33 CHF | 0.34 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 242'597 CHF | 50'019 CHF | 99.16% | 99.16% |
02.05.2024 | 3.00% | 0.32 CHF | 0.33 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 246'223 CHF | 50'745 CHF | 99.14% | 99.14% |